
Generate random numbers with fixed sum and different constraints
Posted:
Nov 14, 2012 9:19 AM


Hello. I need to generate nonnegative 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?

