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




Re: Simulation of 5 Random Variables with Sum Constraint
Posted:
Mar 28, 2013 11:04 AM


"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/9700randomvectorswithfixedsum
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 ndimensional simplex.
Bruno



