Re: generating constrained random vectors - a proof ( i think)

[jalex]

M. Lang / S. Railsback writes:
> 
> a. It seems impossible to have a vector of N values that are uniformly
> random between 0,1 and yet add up to 1. The constraint that they add up
> to one excludes a lot of values from the distribution. (How can they be
> uniformly distributed between 0 and 1 if it is impossible for 0.6 and
> 0.5 to both be in the vector?)

This makes sense, but it addresses a different problem than the original.
The question was not how to generate a N-element vector with each
element uniformly distributed over [0,1] such that the sum of elements
is 1, but rather how to randomly generate a N-element vector with each
entry between [0,1] such that the sum of elements is 1 and the vectors
generated are uniformly distributed over the N-dimensional simplex.

Jason


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