Univariate Multimodal Random Number Generator script download - Univariate Multimodal Random Number Generator Univariate Multimodal Random Number Generato

Univariate Multimodal Random Number Generator - Generate random numbers from a mixture of Gaussian distributions. 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. Requirements: · MATLAB Release: R13SP1

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