sampling from a mixture of 2 multivariate Gaussian distributions

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Sabbas
Sabbas 2012-10-27
Dear all,
Is there any matlab function that I can use in order to generate from a mixture of 2 multivariate Gaussian distributions?
I found that "mvgmmrnd" might do the job. But where is the official m.file for that function?
thanks

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回答（1 个）

Tom Lane
Tom Lane 2012-10-27
If you have the Statistics Toolbox, type "help gmdistribution". You can use it to construct a mixture of two Gaussians, then use its random method to sample from it.

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