Matching a set of random numbers to a sum of normal distributions.
- From: TLOlczyk <olczyk2002@xxxxxxxxx>
- Date: Thu, 05 May 2005 05:13:59 GMT
Hi.
I have a problem where I will be generating a set of random numbers
based on a distribution:
D(x)=A N(a_0,d_0)(x)+ sum^M_i=1 ( B_i N(a_i,d_i)(x))
where N(a,b)(x)=e^(-(x-a)^2/b^2) ( a normal distribution)
However I do not know what A,B_i,M, a_i, d_i are.
I would like an algorithm to find these values so that M and
d_i are minimised.
Can anyone make suggestions?
The reply-to email address is olczyk2002@xxxxxxxxxx
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Thaddeus L. Olczyk, PhD
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