Generate Gaussian Mixture Distribution samples for PEM

2018 10 10
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更新时间：2018 10 13
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How to generate samples from GMM distribution? I wanna set them to point estimation method.

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Bruno Luong
Bruno Luong 2018-10-10

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% Characteristics of your GM distribution
mu = [1,2,5]
sigma = [0.2, 0.3, 0.4];
A = [5 3 2];
% number of samples
n = 10000;
c = [0, cumsum(A(:)')];
c = c/c(end);
[~,i] = histc(rand(1,n),c);
r = randn(1,n).*sigma(i) + mu(i);
hist(r,100)

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Bruno Luong
Bruno Luong 2018-10-10
编辑：Bruno Luong 2018-10-10
Depending on your definition you might multiply A by sigma before feed it to the cumsum command.
c = [0, cumsum((A(:).*sigma(:))')];
Bahman
Bahman 2018-10-13
Thank you Bruno Luong. But how can estimate 2 point?
Bruno Luong
Bruno Luong 2018-10-13
Sorry I don't know point estimation method to answer.

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