The random variables X and Y are independent and identically distributed with normal mixture
distributions. The components of the mixture have N(0; 1) and N(3; 2) distributions with mixing
probabilities p1 and p2 = 1−p1 respectively.
1. Generate a bivariate random sample from the joint distribution of (X; Y ) and construct a contour
plot. Adjust the levels of the contours so that the the contours of the second mode are visible.
2. Construct a filled contour plot of the bivariate mixture distribution.
3. Construct a surface plot of the bivariate mixture distribution.
4. Repeat Exercise (1) for various different choices of the parameters of the mixture model, and
compare the distributions through contour plots.
发表于 2015-6-30 11:15:12