[Help-gsl] Re: sampling mixture distribution

[Rodney Sparapani]

Jun Yang wrote:
> Hi,
>
> How to use GSL to sample from mixture distribution such as a Gaussian
> mixture? Thanks.
>
>
> Best Regards,
>
> Jun Yang

I don't think there is a GSL routine for this.  But, that's probably 
just as well.  Normally, the way you do this is you have 3 PRNG streams: 
 a Bernoulli and 2 different Gaussians.  If the Bernoulli is zero, then 
you sample from one Gaussian, otherwise, the other.

Rodney