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

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zahid 2016-5-1

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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 2016-5-1

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在 MATLAB Online 中打开

   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 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 2016-5-6