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

6 messages · pooh rondstr, Uwe Ligges, Duncan Murdoch +3 more

pooh rondstr
# 
Hi R gurus,


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

Thanks!

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Uwe Ligges
#
pooh rondstr wrote:
It depends. ;-)

Assuming you want to generate a normal distributed random sample, have a
look at
?rnorm

Uwe Ligges
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Duncan Murdoch
# 
On Mon, 26 Mar 2001 11:29:13 -0800 (PST), you wrote in message
<20010326192913.36803.qmail at web12001.mail.yahoo.com>:
Generate a random sample, then rescale it to have the variance you
require.

Duncan Murdoch
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Mark Myatt
# 
pooh rondstr <poohtest at yahoo.com> writes:
Form the standard normal ... for 100 numbers with a mean of 5 and a
standard deviation of 2:

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

Mark


--
Mark Myatt


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Torsten Hothorn
# 
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
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luca laghi
# 
Dear all,
is it possible to have orizontal the y-title of a graph?
Luca Laghi

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