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

Dariush Ghorbanzadeh 1 Philippe Durand 2 Luan Jaupi 3
1 CEDRIC - LAETITIA - CEDRIC. Traitement du signal et architectures électroniques
CEDRIC - Centre d'études et de recherche en informatique et communications
2 M2N - Modélisation mathématique et numérique
3 CEDRIC - MSDMA - CEDRIC. Méthodes statistiques de data-mining et apprentissage
CEDRIC - Centre d'études et de recherche en informatique et communications
Abstract : A finite m ixture m odel 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 : Mixture of normal distri- butions Skew normal distribution Finite mixture distribution
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Dariush Ghorbanzadeh, Philippe Durand, Luan Jaupi. A method for the Generate a random sample from a finite mixture distributions. CMCGS 2017. 6th Annual International Conference on Computational Mathematics, Computational Geometry & Statistics, Mar 2017, Singapore, Singapore. ⟨10.5176/2251-1911_CMCGS17.3⟩. ⟨hal-02465159⟩

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