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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