By the way, maybe the number of groups can be determined endogenously. It will be better if I do not have to set the total number of groups exogenously.
Thanks Garry On Tue, Nov 10, 2009 at 1:29 PM, Hongwei Dong <pdxd...@gmail.com> wrote: > Sorry for the confusion. > > Let me put it in this way. Here we have 2000 people and we want to put them > into 150 groups. The distribution of the group size follows the Gamma > distribution with shape parameter 0.067 and scale parameter 0.008. At the > same time, the minimum group size is 1, and the largest one should not be > bigger than 85. > > My questions: Can I generate a set of groups that follow the above rules > by generating random draws? > > By the way, I also confused by the rate and scale parameters in R. I did > the distribution test in SPSS and got those shape and scale parameters. In > SPSS Q-Q plot, the scale parameter is 0.008. I noticed that someone > mentioned that this is actually the rate. I'm confused. > > > Thanks a lot. > Garry > > > > > On Tue, Nov 10, 2009 at 12:15 PM, Ravi Varadhan <rvarad...@jhmi.edu>wrote: > >> I think he means "rate = 0.008", so he is looking for: >> >> rgamma(n, shape=0.067, rate=0.008) >> >> Even then his problem is not well-posed. You cannot have both >> "independent" >> gamma rv's and have them sum to 2000. >> >> Ravi. >> >> ---------------------------------------------------------------------------- >> ------- >> >> Ravi Varadhan, Ph.D. >> >> Assistant Professor, The Center on Aging and Health >> >> Division of Geriatric Medicine and Gerontology >> >> Johns Hopkins University >> >> Ph: (410) 502-2619 >> >> Fax: (410) 614-9625 >> >> Email: rvarad...@jhmi.edu >> >> Webpage: >> >> http://www.jhsph.edu/agingandhealth/People/Faculty_personal_pages/Varadhan.h >> tml<http://www.jhsph.edu/agingandhealth/People/Faculty_personal_pages/Varadhan.html> >> >> >> >> >> ---------------------------------------------------------------------------- >> -------- >> >> >> -----Original Message----- >> From: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org] >> On >> Behalf Of David Winsemius >> Sent: Tuesday, November 10, 2009 2:47 PM >> To: Hongwei Dong >> Cc: R-help Forum; Duncan Murdoch >> Subject: Re: [R] Generate Random Draw from Gamma Distribution Re: Monte >> Carlo Simulation in R... >> >> >> On Nov 10, 2009, at 2:26 PM, Hongwei Dong wrote: >> >> > Exactly! Thanks, Duncan. >> > >> > Let me re-phrase me question like this: >> > >> > 1) X_i values are independent Gammas, with the shape 0.067 and scale >> > 0.008 >> > 2) Min(X)=1 and Max(X)=85 >> >> You might want to check that your parameterization in in agreement >> with that used by the rgamma function. Simply using those numbers >> yields a distribution that does not look as though it would get many >> qualifying samples. Here are 20 draws without any exclusions outside a >> range: >> >> > rgamma(20, shape=0.067, scale = 0.008) >> [1] 2.213459e-03 2.815705e-05 2.381306e-04 2.264602e-07 1.293713e-07 >> 7.680773e-38 6.441082e-15 6.168961e-13 >> [9] 5.089033e-06 1.571858e-16 9.869878e-12 1.813121e-13 1.253287e-11 >> 1.852885e-04 4.212802e-07 1.774495e-25 >> [17] 1.892984e-07 5.927422e-17 1.322638e-12 4.327472e-05 >> >> http://finzi.psych.upenn.edu/R/Rhelp02/archive/31459.html >> >> >> > 3) SUM(X)=2000 >> > 4) Do I also have to define the number of draws? if yes, it could be >> > 250. >> > >> > Based on these restrictions, I want to generate random draw. I'm >> > wondering >> > how I can do this in R. Thanks. >> > >> > Garry >> > >> > >> > >> > On Tue, Nov 10, 2009 at 11:17 AM, Duncan Murdoch >> > <murd...@stats.uwo.ca>wrote: >> > >> >> 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 >> >> >> > >> > [[alternative HTML version deleted]] >> > >> > ______________________________________________ >> > R-help@r-project.org mailing list >> > https://stat.ethz.ch/mailman/listinfo/r-help >> > PLEASE do read the posting guide >> http://www.R-project.org/posting-guide.html >> > and provide commented, minimal, self-contained, reproducible code. >> >> David Winsemius, MD >> Heritage Laboratories >> West Hartford, CT >> >> ______________________________________________ >> R-help@r-project.org mailing list >> https://stat.ethz.ch/mailman/listinfo/r-help >> PLEASE do read the posting guide >> http://www.R-project.org/posting-guide.html >> and provide commented, minimal, self-contained, reproducible code. >> >> > [[alternative HTML version deleted]] ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
