MATLAB: Generate Gaussian Mixture Distribution samples for PEM

gaussian mixture model - 2pem - normrand - mult_ivariate_rand

How to generate samples from GMM distribution? I wanna set them to point estimation method.

Best Answer

% 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)