How do I generate a random sample with an given variance?

pooh rondstr <poohtest at yahoo.com> writes:

Hi R gurus,


How do I generate a random sample with  a given
variance?

Form the standard normal ... for 100 numbers with a mean of 5 and a
standard deviation of 2:

        rnorm(100, mean = 5, sd = 2)

hm, but 

R> x <- rnorm(100, mean = 5, sd = 2)
R> mean(x)
[1] 4.742486
R> var(x)
[1] 3.398248

is clearly not what one wants. Better:

R> x <- rnorm(100, mean = 5, sd = 2)
R> x <- (x - mean(x))/sqrt(var(x))
R> mean(x)
[1] 1.385177e-16
R> var(x)
[1] 1

and now create your sample with mean 5 and sd 2:

R> x <- x*2 + 5
R> mean(x)
[1] 5
R> var(x)
[1] 4

Torsten

Mark


--
Mark Myatt


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