Treffer: Gamma Variate Generators with Increased Shape Parameter Range.

Recently developed gamma generators are compact, easily programmed, and possess a uniform speed over the operating range, but are only valid for α > 1. A transformation of variable together with a technique suggested by Kinderman and Monahan of generating random variates using the ratio of uniform variates are combined to produce a family of generators valid for all α > 1/n where n is an arbitrary' integer. Thus if n is greater than unity, variates with a less than unity can be sampled. The cases n = 2 and n = 4 are considered explicitly and are shown to retain the features of compactness, ease of programming, and uniform speed. [ABSTRACT FROM AUTHOR]

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