What you mean is a collection of different stories of different genre, right? Yes you can. At the same time, you should tease the audience to something specific to draw their attention to. Audience always would like to prejudge or expect. What could be that?
@Sab John Edathattil Sir I thought of writing a anthology movie with 4 different stores for 4 types of audience , the genre i chose are (Family Drama (2 stories) ,Horror/ Fantasy and Sci-fi ) , will it be feasible to do like a movie like this and call it as anthology movie , because anthology movie i have watched have same genre for different stories.