From: Daniel Malter <daniel_at_umd.edu>

Date: Tue, 08 Jul 2008 03:13:52 -0400

cuncta stricte discussurus

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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. Received on Tue 08 Jul 2008 - 07:29:05 GMT

Date: Tue, 08 Jul 2008 03:13:52 -0400

what you could (what I suggest) is not technically clean because your draw
is not strictly random any more. But if you want to distribute 100 on 50
units with a Poisson-distributed variable x, then your lambda must be
100/50=2. You could then sample Poisson distribution ( rpois(50,2) ), sum
over all 50 values and stop as soon as the sum is exactly 100. This may take
a while though. And again, this is not strictly random as you are discarding
lots of distributions to achieve that.

Cheers,

Daniel

cuncta stricte discussurus

-----Ursprüngliche Nachricht-----

Von: r-help-bounces_at_r-project.org [mailto:r-help-bounces_at_r-project.org] Im
Auftrag von Shubha Vishwanath Karanth

Gesendet: Tuesday, July 08, 2008 2:54 AM
An: m_olshansky_at_yahoo.com; r-help_at_stat.math.ethz.ch
Betreff: Re: [R] Sum(Random Numbers)=100

...actually I need to allocate certain amount of money (here I mentioned it as 100) to a randomly selected stocks(50 stocks)... i.e., 100 being divided among 50 stocks and preferably all are integer allocations(i.e., 5 8 56 12 etc without any decimals)...

Thank you,

Shubha

-----Original Message-----

From: Moshe Olshansky [mailto:m_olshansky_at_yahoo.com]
Sent: Tuesday, July 08, 2008 12:09 PM

To: r-help_at_stat.math.ethz.ch; Shubha Vishwanath Karanth
Subject: Re: [R] Sum(Random Numbers)=100

If they are really random you can not expect their sum to be 100. However, it is not difficult to get that given that the sum of n independent Poisson random variables equals N, any individual one has the conditional binomial distribution with size = N and p = 1/n, i.e. P(Xi=k/Sn=N) = (N over k)*(1/n)^k*((n-1)/n)^(N-k). So you can generate X1 binomial with size = 100 and p = 1/50; if X1 = k1 then the sum of the rest 49 must equal 100 - k1, so now you generate X2 binomial with size = 100-k1 and p = 1/49; if X2 = k2 then generate X3 binomial with size = 100 -(k1+k2) and p = 1/48, etc.

Why do you need this?

- On Tue, 8/7/08, Shubha Vishwanath Karanth <shubhak_at_ambaresearch.com> wrote:

> From: Shubha Vishwanath Karanth <shubhak@ambaresearch.com>

*> Subject: [R] Sum(Random Numbers)=100
**> To: r-help_at_stat.math.ethz.ch
**> Received: Tuesday, 8 July, 2008, 3:58 PM Hi R,
**>
**>
**>
**> I need to generate 50 random numbers (preferably poisson), such that
**> their sum is equal to 100. How do I do this?
**>
**>
**>
**>
**>
**> Thank you,
**>
**> Shubha
**>
**>
**>
**> This e-mail may contain confidential and/or privileged
**> i...{{dropped:13}}
**>
**> ______________________________________________
**> R-help_at_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.
*

This e-mail may contain confidential and/or privileged i...{{dropped:10}}

R-help_at_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.

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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. Received on Tue 08 Jul 2008 - 07:29:05 GMT

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