Generate fixed sum positive random numbers with a distribution 1.0

Date Added: June 26, 2013 | Visits: 360

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Intro: This function generates random samples for k Xi's where Xi>=0 and the sum Xi is fixed at g. We assume that X's are independent and follow an identical distribution with a CDF function myCDF(x) and an inverse CDF function myICDF(p). I needed a function that works for Xi>=0. So here it is. Within this function, we assumed that our pdf is a truncated norm that is defined where >=0. Disclaimer: This function worked for me. (Saved a ton in simulation time.) But not sure it it is theoretically correct. I will give it more thoughts. Please let me know if you find any mistakes or possible improvements. Theory: If you put this problem in the right perspective, it can be somewhat simple. Suppose that we have k Xi as descrived above. Based on our assupmtion, the probabilityP[X1

Requirements: No special requirements

Platforms: Matlab

Keyword: Bxk, Condition, Greater, Largest, Number, Satisfy, Selecting

Users rating: 0/10

License: Shareware

Size: 10 KB

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GENERATE FIXED SUM POSITIVE RANDOM NUMBERS WITH A DISTRIBUTION RELATED

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