Random numbers

[naila]

Hi,
Im new to Matlab and already having problems!
I dont know how to generate weighted random numbers. For example, three randomly generated values which sum to 1.
Please could you let me know of the coding!?
thanks

[Wayne King]

"naila" wrote in message <ioc5ld$bi1$1...@fred.mathworks.com>...

Hi, One thing you can do:

x = rand(3,1);
x = abs(x).^2/norm(x,2)^2;
% sum(x)=1

Of course this will work for random numbers generated for any distribution with finite variance.

x = randn(100,1);
x = abs(x).^2/norm(x,2)^2;

Wayne

[John D'Errico]

"naila" wrote in message <ioc5ld$bi1$1...@fred.mathworks.com>...

randfixedsum

As found on the file exchange (written by Roger Stafford.)

Any other scheme that others will offer fails to give a
uniformly distributed set of numbers. This includes the
commonly offered idea of generating a random set and
then scaling them to sum to 1, or translation by subtracting
off the mean.

John

[naila]

thanks! Trying to get my head round the software!

[naila]

Hi,
Also, when i generate the random number I would need to repeat it a couple of times;

for i=1:4
x = rand(1,3);
x = abs(x).^2/norm(x,2)^2
end

only one set of values appear within the variable editor (spreadsheet) for x appears. Any suggestions how to get all four repeat on the 'spreadsheet' in each row.
thanks

[Wayne King]

"naila" wrote in message <iocao0$4r9$1...@fred.mathworks.com>...

Hi, There's nothing to keep you from generating a matrix of random numbers.

x = randn(4,3);
for k = 1:size(x,1)
normx(k) = norm(x(k,:),2)^2;
end
invnormx = (1./normx)';
invnormx = repmat(invnormx,1,3);
x = abs(x).^2;
x = x.*invnormx;
% check sum(x,2)

Wayne