Generate a random sample from a mixture of normals.

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`n` |
sample size. |

`alpha` |
vector of mixture proportions of length m, the order of the mixture. |

`mu` |
vector of means of component distributions. |

`sigma` |
vector of standard deviations of component distributions, default value: sigma = rep(1,length(alpha)). |

Return a samples of size n from an m-component normal mixture.

Shaoting Li, Jiahua Chen and Pengfei Li

emtest.norm, emtest.norm0, plotmix.norm, plotmix.norm0, pmle.norm, pmle.norm0

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