[R] Generate random numbers under constrain

[David Winsemius]

In the 2 and 3 vector case it is possible do define a fairly simple sampling space where this is possible.

Consider the unit square where the sample space is the area where x+y <1.

It generalizes to 3 dimensions with no difficulty. 

 x= (0:100)/100
 y= (0:100)/100
 z=outer(x,y, function(x,y) 1-x-y)
library(lattice)
 wireframe(z~x+y, data.frame(x=x,y=rep(y,each=101), z) ,zlim=c(0,1) , scales=list(arrows=FALSE))

So I think the OP _is_ asking for a _random_ variable drawn from a sample space in an n-dimensional hyper-"triangular pyramid",  with base being the  n-1 dimensional analogue of an equilateral regular triaggle and the height of the pyramid being  some value that corresponds to a value of 

1-(nthroot(of some sum( that I cannot state with clarity right now))


-- 
David.




On Nov 22, 2014, at 8:01 AM, Boris Steipe wrote:

> 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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>>> 
>> 
>> 
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> 
> ______________________________________________
> R-help at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.

David Winsemius
Alameda, CA, USA