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Exact random sums

Sometimes, you need a list of random numbers that sum to a known constant. There's a known algorithm to provide this list of numbers with the proper distribution, but a straight-forward implementation may give a list that doesn't sum exactly to the desired constant because of rounding error.

This article describes the basic algorithm, why the rounding error happens, and the solution.

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Precision of random numbers

In some sense, random numbers uniformly-distributed in the range \([0, 1)\) are the easiest class of random number to generate.

Because of the internal representation of floating-point numbers, all you need to do is fill the significand with random bits, set the exponent to -1, and the sign bit to positive.

Some language run-times do this better than others.

This article shows how to check your run-time, and how to fix it.

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