How can i select random sample from mixture of two normal distributions in MATLAB ?

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zahid
zahid 2016-5-1
评论： zahid 2016-5-6
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
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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zahid
zahid 2016-5-6
Dear Stafford Thank you very much for your explanation.Logically i taking 5% values from one distribtuion i.e 5 values out of 100 as sample size is 100.Similarly 95% values from other normal distribution which means 95 values out of 100.How can i do this?Your logic i did not understand
zahid
zahid 2016-5-6
Thank your Roger Stafford now i have get your point.The logic which you are using is true in probability sense.
Regards

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