The gas water heater thermostat is part of the gas valve

The gas water heater thermostat is part of the gas valve. The thermostat cannot be replaced independently from the Gas Valve For Water Heater. In addition, there is no practical way to test it. You can replace the Gas valve supplier, although, unless your water heater is not working at all this should not be needed.
Are you convinced that the thermostat is not working properly? You could test the temperature of the water coming out of the tank. The reccommended temperature is 120 degrees.

You can make adjustments to compensate, if you find that the temperature is too low. Be very careful about raising the temperature above 120 degrees. Burns and scalding can occur.