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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 2.0.0.14 (X11/20080505)

Jun Yang wrote:
Hi,

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.
Rodney





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