#Draw samples from a Mixture of normal density
library(MCMCpack)

N<-10                  #Number of mixture components
D<-1                   #p[j]~Dirichlet(D,...,D)
sig1<-.5
sig2<-1

y<-seq(-5,5,.01)

par(mfrow=c(3,3),mar=c(0,0,0,0))
for(i in 1:9){
  theta<-rnorm(N,0,sig2)
  p<-rdirichlet(1,rep(D,N))
  
  pdf<-y*0
  for(j in 1:N){
    pdf<-pdf+p[j]*dnorm(y,theta[j],sig1)
  }
  
  plot(y,pdf,type="l")
}