[R] Monte Carlo Simulation in R...

[Duncan Murdoch]

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