
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 highspeed, theoretically exact gamma pseudorandom 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