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From |
Ali Hashemi <hashemi@vt.edu> |

To |
Stata listserv <statalist@hsphsun2.harvard.edu> |

Subject |
st: Re: Generating a sample from a two-Gaussian mixture |

Date |
Fri, 1 Mar 2013 15:35:22 -0500 |

Sorry, I just noticed a typo in the code. Here is the correct code: drawnorm x1 y1, n(1000) means(3,-1) sds(.2,.4) corr(1, -.1 \ -.1, 1) drawnorm x2 y2, n(1000) means(-1,1) sds(.3,.3) corr(1, .1 \ .1, 1) g p=uniform()<.4 g x=p*x1+(1-p)*x2 g y=p*y1+(1-p)*y2 Thanks a. On Fri, Mar 1, 2013 at 2:36 PM, Ali Hashemi <hashemi@vt.edu> wrote: > Dear Statalist, > > I'm trying to generate a sample from the following mixture of two > normal distributions: > > 0.4*N ([3,-1];sigma=061) + 0.6*N ([-1,1];sigma=062) > where > sigma1=3D[0.2 -0.1 ; -0.1 0.4] > sigma2=3D[0.3 0.1 ; 0.1 0.3] > > > Here is my code: > drawnorm x1 y1, n(1000) means(3,-1) sds(.2,.4) corr(1, -.1 \ -.1, 1) > drawnorm x2 y2, n(1000) means(-1,1) sds(.3,.3) corr(1, .1 \ .1, 1) > g p=3Duniform()<.4 > g x=3Dp*x1+(1-p)*x2 > g y=3Dp*y1+(1-p)*y2 > > I'm not sure whether this is the right way to do it. Is there a better > method for generating this sample? I would appreciate your help. > > Thanks > Ali Hashemi * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**Re: st: Re: Generating a sample from a two-Gaussian mixture***From:*Joerg Luedicke <joerg.luedicke@gmail.com>

**References**:**st: Generating a sample from a two-Gaussian mixture***From:*Ali Hashemi <hashemi@vt.edu>

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