[R] R help
Spencer Graves
spencer.graves at pdf.com
Tue Apr 29 22:28:07 CEST 2003
No solution exists, because the mean of a sum of n random variables
each with mean mu is n*mu, which is different from mu if n > 1.
Beyond this, it is not clear to me what you want, but the following
might help, if my understanding of your problem is close to correct:
y <- rnorm(1)
n <- 3
x <- rnorm(n)/sqrt(3)
x <- y*x/sum(x)
x; sum(x); y
hth. spencer graves
Shutnik wrote:
> Hello,
> I have the normal random variables y(t)~N(mu, sigma.sq) and want to decompose them into n normal variables:
>
> y(t) = x(t,1) + … + x(t,n)
>
> x(t,i)~N(mu, sigma.sq/n)
>
> The problem is not as simple as can appear. All my experiments didn’t give me anything so far. Are there any tools to do this?
>
>
> Thanks
>
>
>
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