Re: [R] transform normally distributed random terms to gamma distributed random terms

From: Spencer Graves <spencer.graves_at_pdf.com>
Date: Tue 24 May 2005 - 05:23:47 EST

  1. The help page for ?rgamma says E(g) = shape*scale = shape/rate and var(g) = shape*scale^2 = shape/rate^2. These are different from what I read in your email. Could you please check the help page more carefully?
  2. If this does not solve your problem, PLEASE do read the posting guide! "http://www.R-project.org/posting-guide.html". Many people answer their own questions in the process of preparing a posting. If they don't find the answer, their question is more likely to elicit useful replies. In particular, please include a brief example explaining why you think "rgamma" won't work for you, nor why something like qgamma(runif(...)) nor qgamma(pnorm(rnorm(...)))?
	  hope this helps.
	  spencer graves

Stefan Pohl wrote:
> Hi,
>
> I have normally distributed random terms u~N(0,1). I want to get gamma distributed random terms g~(scale,shape) with
> E(g)=1=shape/scale and var(g)=theta=1/scale=1/shape.
>
> How can I reach my goal? The following way doesn't work: use the distribution function of u to get U(0,1)- distributed random
> terms, then take the quantile function of the gamma distribution with shape and scale.
>
> The resulting random terms must be ~gamma(shape, scale).
>
> But it doesn't work.
>
> Is there a mistake or do you know another way?
>
> Thanks, Stefan.
> [[alternative HTML version deleted]]
>
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R-help@stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html Received on Tue May 24 05:29:25 2005

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