Conditional Distribution Inverse Method in Generating Uniform Random Vectors Over a Simplex

Motivated by numerous applications in Monte Carlo techniques and as of late, in deriving non dominated solutions in multi-objective optimization problems, this article addresses generating uniform random variables (i, i epsilon 0, i=1,..., n) over a simplex in 2 (n epsilon 2), i.e., [image omitted]. In this article, first, conditional distribution of i where [image omitted] is derived and then inverse method is applied to generate random variables.