Nathaniel: Created page with "{{Function |name=RandomProbabilities |desc=Generates a random probability vector |rel=RandomStateVector |cat=Random things |upd=Decembe..."

2014-12-17T21:14:58Z

Created page with "{{Function |name=RandomProbabilities |desc=Generates a random probability vector |rel=RandomStateVector |cat=Random things |upd=Decembe..."

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{{Function
|name=RandomProbabilities
|desc=Generates a random probability vector
|rel=[[RandomStateVector]]
|cat=[[List of functions#Random_things|Random things]]
|upd=December 2, 2014}}
<tt>'''RandomProbabilities'''</tt> is a [[List of functions|function]] that generates a random probability vector (i.e., its entries are non-negative and sum to 1), uniformly distributed on the unit simplex.

==Syntax==
* <tt>P = RandomProbabilities(N)</tt>

==Argument descriptions==
* <tt>N</tt>: The number of entries in the desired probability vector.

==Examples==
===Uniform distribution of length-3 probability vectors===
The following code randomly generates 10000 probability vectors of length 3, and then demonstrates that their distribution on the unit simplex really is approximately uniform:
<syntaxhighlight>
>> for j = 1:10000
p(j,:) = RandomProbabilities(3);
end
>> scatter3(p(:,1),p(:,2),p(:,3),1) % plot the probability vectors in 3D-space
</syntaxhighlight>

The scatter plot produced by the above code is displayed below:

[[File:RandomProbabilities_uniform.png]]

{{SourceCode|name=RandomProbabilities}}

RandomProbabilities - Revision history

Nathaniel: Created page with "{{Function |name=RandomProbabilities |desc=Generates a random probability vector |rel=RandomStateVector |cat=Random things |upd=Decembe..."