A method for the Generate a random sample from a finite mixture distributions

DOI: 10.5176/2251-1911_CMCGS17.3

Authors: Dariush Ghorbanzadeh, Philippe Durand and Luan Jaupi

Abstract: A finite mixture model i s a c onvex c ombination of more probability density functions. By combining the properties of the individual probability density functions, mixture models are capable of approximating any arbitrary distribution. In this work we propose a method for the Generate a random sample from a finite mixture distribution. The proposed method envelope conventional models: translation, scaling and translation-scaling.

Keywords: Finite mixture distribution, Mixture of normal distributions, Skew normal distribution.