  The Gamma distribution is well-known and widely used in many signal
processing and communications applications. In this letter, a simple and
extremely efficient accept/reject algorithm is introduced for the generation of
independent random variables from a Gamma distribution with any shape parameter
\alpha >= 1. The proposed method uses another Gamma distribution with integer
\alpha_p <= \alpha, from which samples can be easily drawn, as proposal
function. For this reason, the new technique attains a higher acceptance rate
(AR) for \alpha >= 3 than all the methods currently available in the
literature, with AR tends to 1 as \alpha\ diverges.
