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st: RE: Generation of three uniform random variables that sum to one


From   Fabien Bertho <[email protected]>
To   [email protected]
Subject   st: RE: Generation of three uniform random variables that sum to one
Date   Thu, 21 Oct 2010 16:16:00 +0200 (CEST)

Thank you for this.

Actually, I would like that the three random variables have an uniform distribution too. If their distributions were uniform, means would be .5 and standard deviations .28

But, with the formula you suggest means = .33 and standard deviations = .16

What do you think? What can I do?

Fabien



> ----------------------------------------
> From: Nick Cox <[email protected]>
> Sent: Thu Oct 21 15:56:18 CEST 2010
> To: '[email protected]' <[email protected]>
> Subject: st: RE: Generation of three uniform random variables that sum to one
> 
> 
> foreach v in a b c { 
> 	gen `v' = runiform()
> }
> gen total = a + b + c 
> foreach v in a b c { 
> 	replace `v' = `v' / total 
> }
> 
> Nick 
> [email protected] 
> 
> Fabien Bertho
> 
> I would like to generate three uniform random variables. And, the sum of these three variables equals to one.
> 
> *
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