random numbers with mean-correction

Hi,

I would like to generate random numbers with follow a normal distribution (randn) but mean-corrected with the following condition: sum(randon numbers)=K.

Where K is a constant.

Can anyone help me?

Thanks a lot.

Answer 1

[Walter Roberson]

http://www.mathworks.com/matlabcentral/fileexchange/9700

Answer 2

[Roger Stafford]

In preference to the method in fileexchange/9700, (even though I wrote it,) I would suggest a method that exhibits a normal distribution on the hyperplane defined by K.

Suppose each vector (sample) of numbers which must have a sum of K has n components and you wish to generate N such random vectors. Do this:

 u = repmat(K/n,n,1);
 V = null(u.');
 P = bsxfun(@plus,u,V*randn(n-1,N));

Each of the N columns of P has n numbers which always sum to K. In the n-1 dimensional hyperplane defined by this requirement, the points do have a multivariate normal distribution.

[Fernando]

Ok, thanks a lot. I didn't know that way of generate random numbers neither the functions null and bsxfun.