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How to draw 4 random weights that sum up to 1?

Greg Snow 
As an interesting extension to David's post, try:

M4.e <- matrix(rexp(40000,1), ncol=4)

Instead of the uniform and rerun the rest of the code (note the limits on the x-axis).

With 3 dimensions and the restriction we can plot in 2 dimensions to compare:

library(TeachingDemos)

m3.unif <- matrix(runif(3000),  ncol=3)
m3.unif <- m3.unif/rowSums(m3.unif)

m3.exp  <- matrix(rexp(3000,1), ncol=3)
m3.exp  <- m3.exp/rowSums(m3.exp)


dev.new()
triplot(m3.unif)

dev.new()
triplot(m3.exp)

now compare the 2 plots on the density of the points near the corners.

Thread (5 messages)

Alexander Engelhardt How to draw 4 random weights that sum up to 1? Oct 10 Greg Snow How to draw 4 random weights that sum up to 1? Oct 10 Uwe Ligges How to draw 4 random weights that sum up to 1? Oct 10 David Winsemius How to draw 4 random weights that sum up to 1? Oct 10 Greg Snow How to draw 4 random weights that sum up to 1? Oct 10