[R] rgamma question
sundar.dorai-raj at pdf.com
Thu Feb 5 23:33:09 CET 2004
Icabalceta, Jorge L. wrote:
> I was trying to generate random numbers with a gamma distribution. In R the
> function is:
> rgamma(n, shape, rate = 1, scale = 1/rate). My question is that if
> X~gamma(alpha, beta) and I want to generate one random number where do I
> plug alpha and beta in rgamma? and, what is the meaning and use of rate?
> Thanks for your attention,
Did you look at the help? From ?rgamma:
If 'scale' is omitted, it assumes the default value of '1'.
The Gamma distribution with parameters 'shape' = a and 'scale' = s
f(x)= 1/(s^a Gamma(a)) x^(a-1) e^-(x/s)
for x > 0, a > 0 and s > 0. The mean and variance are E(X) = a*s
and Var(X) = a*s^2.
Then, depending how you define "alpha" and "beta" use the above to
figure out how to use rgamma.
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