By Pandu R. Tadikamalla
Communications of the ACM,
November 1978,
Vol. 21 No. 11, Pages 925-928
10.1145/359642.359648
Comments
A rejection method is proposed for generating gamma variates with nonintegral shape parameter &agr;, &agr; > 1. This method is similar to other methods given by Fishman, Wallace, and Tadikamalla and is faster than these methods for &agr; > 2. The core storage requirements and the programming effort for the proposed method are similar to those of Wallace's or Tadikamalla's methods. The computational times for the proposed method remain fairly constant for medium and large values of &agr; and are superior to times obtained by Arhens and Dieter's method for all values of &agr;. The proposed method is simpler than Ahrens and Dieter's method.
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