The Math Forum

Search All of the Math Forum:

Views expressed in these public forums are not endorsed by NCTM or The Math Forum.

Math Forum » Discussions » Software » comp.soft-sys.matlab

Notice: We are no longer accepting new posts, but the forums will continue to be readable.

Topic: Simulation of 5 Random Variables with Sum Constraint
Replies: 8   Last Post: Apr 3, 2013 3:05 AM

Advanced Search

Back to Topic List Back to Topic List Jump to Tree View Jump to Tree View   Messages: [ Previous | Next ]
Steven Lord

Posts: 18,038
Registered: 12/7/04
Re: Simulation of 5 Random Variables with Sum Constraint
Posted: Mar 28, 2013 10:50 AM
  Click to see the message monospaced in plain text Plain Text   Click to reply to this topic Reply

"Siddhartha " <> wrote in message
> Thank you! This is awesome.
> But I also foresee that this problem will extend for me to 20 variables.

I would process the variables in decreasing order of maximum value, and stop
processing when you know that none of the possible combinations of values
for the remaining variables can satisfy your sum constraint. That should
allow you to cut out significant chunks of the combination space.

> Also, we may eventually get enough information to model the random numbers
> as continuous.

That's different; I believe there are some submissions on the File Exchange
for this case. Take a look at RANDFIXEDSUM.

Steve Lord
To contact Technical Support use the Contact Us link on

Point your RSS reader here for a feed of the latest messages in this topic.

[Privacy Policy] [Terms of Use]

© The Math Forum at NCTM 1994-2018. All Rights Reserved.