[R] Generate random numbers under constrain

Boris Steipe boris.steipe at utoronto.ca
Sat Nov 22 17:01:38 CET 2014


Of course they are random. But they can't all be randomly picked from [0,1).
By scaling them, one is effectively scaling the interval from which they are picked.

B.
Nb: the scaling procedure will work for any probability distribution.



On Nov 22, 2014, at 10:54 AM, Ranjan Maitra <maitra.mbox.ignored at inbox.com> wrote:

> I don't understand this discussion at all.
> 
> n random numbers constrained to have sum <=1 are still random. They are not all independent.
> 
> That said, the original poster's question is ill=formed since there can be multiple distributions these random numbers come from.
> 
> best wishes,
> Ranjan
> 
> 
> 
> On Sat, 22 Nov 2014 10:29:18 -0500 Boris Steipe <boris.steipe at utoronto.ca> wrote:
> 
>> These are contradictory requirements: either you have n random numbers from the interval [0,1), then you can't guarantee anything about their sum except that it will be in [0,n). Or you constrain the sum, then your random numbers cannot be random in [0,1). You could possibly scale the random numbers:
>> n <- 13
>> x <- runif(n)
>> x <- x / sum(x)
>> x; sum(x)
>> 
>> This will guarantee that their sum is 1 (to numerical accuracy), but your numbers are then effectively drawn from the interval [0,2/n) for large n.
>> 
>> B.
>> 
>> 
>> On Nov 22, 2014, at 9:29 AM, Ragia Ibrahim <ragia11 at hotmail.com> wrote:
>> 
>>> 
>>> Dear all,
>>> I use R 3.1.1 for Windows.
>>> kindly how can I generate n number of random numbers with probability from [0,1]
>>> and their sum must not be more than one
>>> thanks in advance
>>> Ragia
>>> 
>>> 
>>> 		 	   		  
>>> 	[[alternative HTML version deleted]]
>>> 
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>> 
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>> R-help at r-project.org mailing list
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>> 
> 
> 
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