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[Help-gsl] Re: sampling mixture distribution

From: Rodney Sparapani
Subject: [Help-gsl] Re: sampling mixture distribution
Date: Thu, 02 Oct 2008 08:52:58 -0500
User-agent: Thunderbird (X11/20080505)

Jun Yang wrote:

How to use GSL to sample from mixture distribution such as a Gaussian
mixture? Thanks.

Best Regards,

Jun Yang

I don't think there is a GSL routine for this. But, that's probably just as well. Normally, the way you do this is you have 3 PRNG streams: a Bernoulli and 2 different Gaussians. If the Bernoulli is zero, then you sample from one Gaussian, otherwise, the other.


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