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Generate random numbers with fixed sum and different constraints
Posted:
Nov 14, 2012 9:19 AM
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Hello. I need to generate non-negative rundom numbers sum of which is equal to 1. Each number xi is constrained: ai<=xi<=bi. How can I do this? Similar question was solved here
http://www.mathworks.com/matlabcentral/fileexchange/9700
but in this alghorithm a<=xi<=b (a and b are the same for all xi). Any ideas?
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