MixtureDistribution

MixtureDistribution[{w1,,wn},{dist1,,distn}]
represents a mixture distribution whose CDF is given as a sum of the CDFs of the component distributions , each with weight .

DetailsDetails

  • The cumulative distribution function for value is proportional to , where is the CDF for .
  • The distributions need to be all continuous or all discrete, and have the same dimensionality.
  • The weights can be any non-negative real numbers.
  • MixtureDistribution can be used with such functions as Mean, CDF, and RandomVariate, etc.
Introduced in 2010
(8.0)