The Generation of Gamma Distributed Variates and an Investigation of a Trend Test for the Gamma Renewal Process.
NAVAL POSTGRADUATE SCHOOL MONTEREY CALIF
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In testing the hypothesis that there is no monotone trend in a gamma renewal process, the use of the statistic YJ Y2JY1J, where Y1J the summation from i1 to J of Xi and Y2J the summation from i1 to J of Si, is investigated. The mean and variance of YJ is developed as a function of J and it is shown that YJ 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 YJ through digital computer simulation for small and moderate values of J. Author
- Statistics and Probability