I’m on the lookout for an algorithm to uniformly generate a descending array of N random numbers, such that the sum of the N numbers is 1, and all numbers lie inside Zero and 1. For instance, N=3, the random level (x, y, z) ought to fulfill:
x + y + z = 1 0 <= x <= 1 0 <= y <= 1 0 <= z <= 1 x >= y >= z
My guess is all i’ve to do is uniformly pattern a simplex (Uniform sampling from a simplex), after which kind the weather. However i am undecided whether or not the consequence sampling algorithm is uniform.
Additionally, rejection sampling just isn’t ultimate for me, as a result of i will use this for top dimension.
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