Matching a set of random numbers to a sum of normal distributions.



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
This is an address I ignore.
To reply via email, remove 2002 and change yahoo to
interaccess,

**
Thaddeus L. Olczyk, PhD

There is a difference between
*thinking* you know something,
and *knowing* you know something.
.



Relevant Pages