How can i select random sample from mixture of two normal distributions in MATLAB ?
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Hi everyone Could you please let me know how can i select random sample from contaminated normal distribution (i.e., mixture of two normal distributions) in MATLAB? .Suppose i need a sample of 100 values from mixture normal distributions such that 5% values are from Normal distribution with mean zero and variance 25 and 95% values are from normal with mean zero and variance 1. In mathematical terms i can write my problem as:
5% from N(0,25)+95% from N(0,1) This is mixture random sample of two normal distributions.
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Roger Stafford
2016-5-1
r = rand(100,1)>=.05;
R1 = normrnd(0,sqrt(25),100,1);
R2 = normrnd(0,sqrt(1),100,1);
S = (1-r).*R1+r.*R2;
S contains your 100 samples.
This assumes that your two normal distributions are statistically independent.
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