1. George Marsaglia and Wal Wan Tsang published a paper dealing with
your problem which gives an efficient procedure for all values of
parameters. It is
"The Monty Python Method for Generating Gamma Variables"
in the Journal of Statistical Software ,vol3,issue 3,1998
.
This is an online journal. The paper is available at
www.jstatsoft/v03/i03/
2. Correction to my earlier posting in this thread.
The sentence
"3. multiply the result by a^n"
should read
3. multiply the result by 1/a
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