Univariate Multimodal Random Number Generator 1.0 |
Date Added: August 04, 2013 | Visits: 283 |
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Sometimes we need samples that come from a mixture of pdf's, where more than 1 peaks are observed. E.g. for analyzing goodness of a non-parametric kernel density estimation method.By using the Rejection method, this function generates random numbers from a mixture (average sum) of N normal (Gaussian) distributions. It gives also the mixture probability density function (pdf) as an optional output.An example of 500 samples generated from 3 Gaussian distributions are shown in the figure, i.e. by the following command:>> X = umgrn([-4 0 5],[1 2 1.5],500);>> figure; hist(X);See 'help umgrn' for more details.
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License: Shareware | Size: 10 KB |
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