import numpy as np n_samples = 100 mu1, sigma1 = -5, 1.2 mu2, sigma2 = 5, 1.8 mu3, sigma3 = 0, 1.6 x1 = np.random.normal(loc = mu1, scale = np.sqrt(sigma1), size = n_samples) x2 = np.random.normal(loc = mu2, scale = np.sqrt(sigma2), size = n_samples) x3 = np.random.normal(loc = mu3, scale = np.sqrt(sigma3), size = n_samples) X = np.concatenate((x1,x2,x3))