sampling from a mixture of 2 multivariate Gaussian distributions

Dear all,

Is there any matlab function that I can use in order to generate from a mixture of 2 multivariate Gaussian distributions?

I found that "mvgmmrnd" might do the job. But where is the official m.file for that function?

thanks

Answer 1

[Tom Lane]

If you have the Statistics Toolbox, type "help gmdistribution". You can use it to construct a mixture of two Gaussians, then use its random method to sample from it.