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From |
Joerg Luedicke <joerg.luedicke@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

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

Date |
Fri, 1 Mar 2013 18:53:17 -0500 |

If I understand you correctly, you would like to generate two normal mixture distributions with two components each, where the first components (both with weight 0.4) of each of the two mixtures are correlated with r = -0.1, and the two second components are correlated with r = 0.1, right? Then this looks good to me. You can quickly check it by typing: bys p : sum x y // check M and SD of components bys p : corr x y // check correlations Joerg On Fri, Mar 1, 2013 at 3:35 PM, Ali Hashemi <hashemi@vt.edu> wrote: > 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/ * * 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/

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

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

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