Re: [R] generate random numbers that sum up to 1

From: Alberto Monteiro <albmont_at_centroin.com.br>
Date: Mon 16 Oct 2006 - 15:22:04 GMT

Grant Izmirlian wrote:
>
> So, Alberto, you didn't see my post?
>
I think I didn't - but you are demanding too much from my memory; I can hardly remember what I saw yesterday!

> If Y has d independent
> components that are gamma distributed with common rate and shapes
> A_1, A_2, ..., A_d, then X, given by the components of Y divided by
> their sum has distribution Dirichlet(A_1, A_2, ..., A_d). If you
> want Uniform on the d-simplex, then use A_1 = A_2 = ... = A_d = 1
> (just as Duncan said)
>
The problem is that I wasn't aware that this was the Dirichlet distribution [R does not have this distribution, AFAIK, but I should have consulted the Borg of All Wisdom, the Wikipedia].

Alberto Monteiro



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