title: python sampling from different distributions with different probability
body: <p>I am trying to implement a fucntion which returns 100 samples from three different multivariate gaussian distributions.</p>
  
  <p>numpy provides a way to sample from a sinle multivariate gaussian. But I could not find a way to sample from three different multivariate with different sampling probability.</p>
  
  <p>My requirement is to sample with probability $[0.7, 0.2, 0.1]$ from three multivariate gaussians with mean and covariances as given below</p>
  
  <pre><code>G_1  mean = [1,1] cov =[ [ 5, 1] [1,5]]
  G_2  mean = [0,0] cov =[ [ 5, 1] [1,5]]
  G_3  mean = [-1,-1] cov =[ [ 5, 1] [1,5]]
  </code></pre>
  
  <p>Any idea ?</p>