Monte Carlo Simulation in R...
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