Generation of Random Gamma Variates from the Two-Parameter Gamma
Don T. Phillips · A I I E Transactions · 1971
An algorithm has been developed capable of generating random gamma variates from any two-parameter gamma form with arbitrary parameters. The algorithm, shown to be both accurate and computationally efficient, is given as a FORTRAN IV function routine. Extensions are also made to the generation of random deviates from other useful probability density functions.