[R] sampling from a mixture distribution

[Giovanni Petris]

For each variate, generate it from f1() with probability p1, and from
f2() with probability p2. In other words, flip a p1-biased coin to
decide which distribution, f1 or f2, to generate from. 

HTH,
Giovanni

> Date: Wed, 23 Mar 2005 13:53:10 +0000
> From: Vumani Dlamini <dvumani at hotmail.com>
> Sender: r-help-bounces at stat.math.ethz.ch
> Precedence: list
> 
> Dear R users,
> I would like to sample from a mixture distribution p1*f(x1)+p2*f(x2). I 
> usually sample variates from both distributions and weight them with their 
> respective probabilities, but someone told me that was wrong. What is the 
> correct way?
> Vumani
> 
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-- 

 __________________________________________________
[                                                  ]
[ Giovanni Petris                 GPetris at uark.edu ]
[ Department of Mathematical Sciences              ]
[ University of Arkansas - Fayetteville, AR 72701  ]
[ Ph: (479) 575-6324, 575-8630 (fax)               ]
[ http://definetti.uark.edu/~gpetris/              ]
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