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Generate Random Numbers such that Sum of their Squares is 1 ???

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A P S
A P S 2014-11-29
评论： Roger Stafford 2014-11-29
Hey all ,,
I would like to generate random numbers ( Normal Distribution) Such that their sum of Squares should be one .... Can any one suggest some idea
???/
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Roger Stafford
Roger Stafford 2014-11-29
This is an impossible request. Having a sum of squares be one requires that the numbers be bounded. Having a normal distribution requires that values are unbounded. You can't have both.

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Roger Stafford
Roger Stafford 2014-11-29
If you drop any requirement of having a "normal" distribution, you can do this:
x = randn(n,1);
x = x/sqrt(sum(x.^2));
The sum of the squares of the n elements in x will always be 1.

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