We study the production of light nuclei in the coalescence mechanism in Au-Au collisions at midrapidity at $\sqrt{s_{NN}}=3$ GeV. We derive analytic formulas of momentum distributions of two bodies, three bodies and four nucleons coalescing into light nuclei, respectively. We naturally explain the transverse momentum spectra of the deuteron ($d$), triton ($t$), helium-3 ($^3$He) and helium-4 ($^4$He). We reproduce the data of yield rapidity densities and averaged transverse momenta of $d$, $t$, $^3$He and $^4$He. We give proportions of contributions from different coalescence sources for $t$, $^3$He and $^4$He in their productions. We find that besides nucleon coalescence, nucleon$+$nucleus coalescence and nucleus$+$nucleus coalescence may play requisite roles in light nuclei production in Au-Au collisions at $\sqrt{s_{NN}}=3$ GeV., Comment: 5 figures, 6 tables