'Draw cdf of mixture normal distribution
I am making the cdf graph of mixture normal distribution in R. I do not know how to derive the theoretical form of mixture normal, so I use rnorm to sample from mixture normal, and use ecdf to calculate its cdf. But the graph is not continuous at all. Does anyone know how to draw a continuous cdf of mixture normal?
The code is:
x <- seq(-4, 4, .0001)
components <- sample(1:2, prob=c(0.85, 0.15), size=10000, replace=TRUE)
mus <- c(0, 0)
sds <- sqrt(c(0.2, 20))
z <- rnorm(n = 10000, mean=mus[components], sd=sds[components])
p <- ecdf(z)
plot(p, col = "gold")
And the figure looks like: image
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