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

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Bruno Luong

Posts: 8,830
Registered: 7/26/08
Re: Simulation of 5 Random Variables with Sum Constraint
Posted: Mar 28, 2013 11:04 AM
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"Steven_Lord" <slord@mathworks.com> wrote in message .
>
> That's different; I believe there are some submissions on the File Exchange
> for this case. Take a look at RANDFIXEDSUM.
>
> http://www.mathworks.com/matlabcentral/fileexchange/9700-random-vectors-with-fixed-sum


When adding the bound constraints, there is some work to be done before apply this FEX. Please see this thread:
www.mathworks.com/matlabcentral/newsreader/view_thread/324503

There, Roger also has derived a special formula for uniform random sample in a n-dimensional simplex.

Bruno



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