On 11/10/2009 1:25 PM, Hongwei Dong wrote:
Hi, Dear R users,
I'm wondering if I can do Monte Carlo Simulation in R. My problem is like
this: I know variable X follows Gamma distribution with shape parameter
0.067 and scale parameter 0.008. The sum of the X is 2000. I need R help me
to simulate a vector of X that satisfies both the probability distribution
and the sum. Anyone has a clue to this? Much appreciated.
Your requirements are slightly contradictory or incomplete. Here's one
way to fully specify the problem:
The X_i values are independent Gammas, with the given shape and scale.
You want to simulate from the joint distribution conditional on the
event sum(X) == 2000.
Is that your problem? I don't know how to do the simulation, but maybe
someone else does.
Duncan Murdoch
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