On Nov 10, 2009, at 4:29 PM, Hongwei Dong 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. >
I think you may want your scale (from whatever dataset it was determined) to be 1/0.008 Read this message on an SPSS mailing list: http://www.listserv.uga.edu/cgi-bin/wa?A2=ind9902&L=spssx-l&D=0&F=P&P=7633 .... and then look at the parameterization for rgamma in the r help pages. I seem to remember that Terry Therneau has also pointed out this ambiguous scale parameter issue for gamma in the past. (This is, by the way, beginning to sound quite a bit like a homework problem.) -- David > > 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 > > > > ---------------------------------------------------------------------------- > -------- > > > -----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. > > David Winsemius, MD Heritage Laboratories West Hartford, CT [[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.
