Accession Number : AD0767655

Title :   The Generation of Gamma Distributed Variates and an Investigation of a Trend Test for the Gamma Renewal Process.

Descriptive Note : Master's thesis,

Corporate Author : NAVAL POSTGRADUATE SCHOOL MONTEREY CALIF

Personal Author(s) : Robinson,David Walter

Report Date : JUN 1973

Pagination or Media Count : 104

Abstract : In testing the hypothesis that there is no monotone trend in a gamma renewal process, the use of the statistic Y(J) = Y(2J)/Y(1J), where Y(1J) = the summation from i=1 to J of X(i) and Y(2J) = the summation from i=1 to J of S(i), is investigated. The mean and variance of Y(J) is developed as a function of J and it is shown that Y(J) is asymptotically normal as J approaches infinity for the gamma renewal process. A high-speed, theoretically exact gamma pseudo-random variate generator is developed, tested and compared with other known techniques. The generator is then used to obtain the distribution of Y(J) through digital computer simulation for small and moderate values of J. (Author)

Descriptors :   (*STATISTICAL PROCESSES, ANALYSIS OF VARIANCE), DISTRIBUTION FUNCTIONS, RANDOM VARIABLES, STATISTICAL TESTS, COMPUTER PROGRAMS, COMPILERS, THESES

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE