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rdistributionsimulategamma

simulate Y if Y = log(X) and X ~ Gamma in R

This question is very closely related to posts here and also here.

Let's say that random variable X = Gamma(k, theta), and I am interested in simulating Y, where Y = log(X).

Could you suggest R-package which allows to do it (or suggest an R-code)? Thank you very much in advance!

Solution

  • If you need to extract Y samples, just try:

    #set the number of samples
n<-10000
Y<-log(rgamma(n,k,theta))

    Then, for instance, you can hist(Y) to see the distribution.