I am simulating the distribution of the means of 40 i.i.d. exponentials and I plot the distribution of the sample means along with the mean of the distribution of the sample means (A) and the theoretical mean of the exponential with lambda = 0.2 (B). The two means A and B should appear as vertical lines colored differently and their color codes should be explained in a legend. However my code produces only one vertical line and ignores the color scheme I define inside my code.
The code is the following:
n <- 40
lambda <- 0.2
simulation = data.table(sample_mean = numeric())
for (i in (1 : 1000)){
simulation <- rbind(simulation, data.table(sample_mean = mean(rexp(n, lambda))))
}
#==============================================================================================
# Show the sample mean and compare it to the theoretical mean of the distribution.
#==============================================================================================
sample_mean <- mean(simulation$sample_mean)
4.981267
theoretical_mean <- 1/lambda
5
#------------------------------------------------------------------------------------------
# Plot of the Empirical and Theoretical Distributions and their respective means
#------------------------------------------------------------------------------------------
ggplot(simulation, aes(x = sample_mean) ) +
geom_histogram(aes(y=..density..), position="identity",alpha = 0.4, fill = "red", bins=100) +
geom_density(colour = "red" , size = 2, alpha = 0.5) +
geom_vline(xintercept = sample_mean, aes(colour = "Empirical"), size = 1.5, alpha =0.3) +
geom_vline(xintercept = lambda, aes(colour = "Theoretical"), size = 1.5, alpha =0.3) +
theme_economist() + ggtitle("Distribution of Sample Means. Mean of the Empirical Distribution
and Mean of the Theoretical Exponential (1,000 simulations) ") +
scale_colour_manual("Distributions", values = c("blue", "red")) +
scale_y_continuous(name = "Density") +
scale_x_continuous(name = "Sample Means", breaks = seq(2, 8, .5), limits=c(2, 8))
The plot is the following:
Your advice will be appreciated.
==================================
EDIT
@mkt: Thank you for your contribution. Still I need to annotate in the plot the vertical lines and this is why I used the color within the aes() with character strings that were mapped to colors later in my code. So I still need to find a solution on how to do that.

You had three problems. 1) You were plotting lambda, instead of 1/lambda 2) "Empirical" and "Theoretical" are not colours that R will recognise 3) The colour should not be defined within aes()
This works: