MATLAB: Generating dataset from Gaussian Mixture Model

finite gaussian mixture model simulation

Hi all,
I'm attempting to generate a dataset from a Gaussian Mixture Model with very simple form and known parameters. My GMM is given by
a_1 * N(mu_1,sigma^2) + a_2 * N(mu_2,sigma^2)
So the two normal distributions have different means but the same standard deviation, a_1 and a_2 sum to one, and I can choose the values of all 5 parameters.
The only function I can find for this in matlab is the 'gmdistribution' command. This commands documentation repeatedly refers to a gaussian mixture distribution where each gaussian is multivariate, and I'm yet to find a way to use this method for the normal distributions I have above.
Any help would be greatly appreciated

Best Answer

It's multivariate in the sense that it supports more than one dimension, but you can use it for a single dimension:
g = gmdistribution([1;10],2,[.6;.4])
hist(random(g,1000),40)
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