search for: mixturedensity

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2013 Mar 31
0
Skewness of fitted mixture not correct?
...datnormalmixturegaussian$mu[2] sigma1<-datnormalmixturegaussian$sigma[1] sigma2<-datnormalmixturegaussian$sigma[2] the values are: pi = 0.383 mu1= -0.00089 mu2= 0.00038 sigma1= 0.0123 sigma2= 0.02815 Plot the single densities and the mixture: plot.new() xval<-seq(-0.06,0.06,length=1000) mixturedensity<-pi*dnorm(xval,mu1,sigma1)+(1-pi)*dnorm(xval,mu2,sigma2) plot(xval,mixturedensity,type="l",lwd=2,col="black",cex.axis=1.2,cex.lab=1.2,main="Single univariate normal densities and mixture density",xlab="Loss",ylab="Density",ylim=c(0,36)) curve(dno...