  We investigate observational constraints on the generalized Chaplygin gas
(GCG) model including the gamma-ray bursts (GRBs) at high redshift obtained
directly from the Union2 type Ia supernovae (SNe Ia) set. By using the Markov
Chain Monte Carlo method, we constrain the GCG model with the
cosmology-independent GRBs, as well as the Union2 set, the cosmic microwave
background (CMB) observation from the Wilkinson Microwave Anisotropy Probe
(WMAP7) result, and the baryonic acoustic oscillation (BAO) observation from
the spectroscopic Sloan Digital Sky Survey (SDSS) data release 7 (DR7) galaxy
sample. The best-fit values of the GCG model parameters are
$A_S$=$0.7475_{-0.0539}^{+0.0556}(1\sigma)_{-0.0816}^{+0.0794}(2\sigma)$,
$\alpha$=$-0.0256_{-0.1326}^{+0.1760}(1\sigma)_{-0.1907}^{+0.2730}(2\sigma)$,
and the effective matter density
$\Omega_{m}=0.2629_{-0.0153}^{+0.0155}(1\sigma)_{-0.0223}^{+0.0236}(2\sigma)$,
which are more stringent than the previous results for constraining on GCG
model parameters.
