query: How to get a uniformly distributed portfolio allocation vector?
positive_passages.docid: 145796
positive_passages.text: Generate uniformly distributed weights that sum to unity?
negative_passages.docid: 147391
negative_passages.text: How do I calculate the probability density function for a joint beta + uniform distribution?
negative_passages.docid: 116587
negative_passages.text: How to sample from a discrete distribution?
negative_passages.docid: 77619
negative_passages.text: Generalizing variance to two dimensions
negative_passages.docid: 107507
negative_passages.text: Probability density function of a product of uniform random variables
negative_passages.docid: 58163
negative_passages.text: Generating bimodal distributions
negative_passages.docid: 120624
negative_passages.text: Weighted median of a portfolio
negative_passages.docid: 37992
negative_passages.text: Discrete uniform random variable(?) taking all rational values in a closed interval
negative_passages.docid: 139877
negative_passages.text: Square of a uniform random variable
negative_passages.docid: 52988
negative_passages.text: Complete Statistic: Uniform distribution
negative_passages.docid: 46913
negative_passages.text: How to distribute objects evenly?
negative_passages.docid: 34213
negative_passages.text: Multi-dimensional CDF on a discrete support
negative_passages.docid: 151447
negative_passages.text: Convolution of discrete uniform distributions
negative_passages.docid: 29937
negative_passages.text: Which variance inflation factor should I be using: $\text{GVIF}$ or $\text{GVIF}^{1/(2\cdot\text{df})}$?
negative_passages.docid: 29123
negative_passages.text: Multivariate distributions
negative_passages.docid: 72917
negative_passages.text: From distribution function to probability measure
negative_passages.docid: 33214
negative_passages.text: Simulate a uniform distribution on a disc