how to generate a set of random numbers that sum to 1 with uniform distribution of elements
What uniform distribution do you want for the columns? The average value of X_k given \sum X_i = 1 must be 1/n. If you start with X_i ~ U(0,1), the result must be skewed. If you generate X_i uniformly distributed on (0, 2/n), the conditional distribution given the sum is 1 will be less skewed. U <- matrix(runif(1000*100)/50,nrow=1000) s <- apply(U,1,sum) V <- U/s qqplot(U[,1],V[,1]) albyn
On Wed, Nov 07, 2012 at 05:02:10AM -0800, B?rbel wrote:
Hi, I am looking for a way to generate a matrix of random numbers in a way that each row of the matrix would sum to 1 and that the numbers in the columns of the matrix would have a uniform distribution. So far I have found several ways to create random numbers that would sum to 1, but then the distribution of the individual elements is more or less skewed - there are much more small numbers than larger ones. Any help and suggestions? - B?rbel -- View this message in context: http://r.789695.n4.nabble.com/how-to-generate-a-set-of-random-numbers-that-sum-to-1-with-uniform-distribution-of-elements-tp4648695.html Sent from the R help mailing list archive at Nabble.com.
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Albyn Jones Reed College jones at reed.edu