The Generation of Gamma Distributed Variates and an Investigation of a Trend Test for the Gamma Renewal Process.
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)
Document Details
- Document Type
- Technical Report
- Publication Date
- Jun 01, 1973
- Accession Number
- AD0767655
Entities
People
- David Walter Robinson
Organizations
- Naval Postgraduate School