MixtureDistribution

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

DetailsDetails

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

ExamplesExamplesopen allclose all

Basic Examples  (3)Basic Examples  (3)

Define a mixture of two continuous distributions:

In[1]:=
Click for copyable input
In[2]:=
Click for copyable input
Out[2]=

Define a mixture of two discrete distributions:

In[1]:=
Click for copyable input
In[2]:=
Click for copyable input
Out[2]=

Define a multivariate mixture:

In[1]:=
Click for copyable input
In[2]:=
Click for copyable input
Out[2]=
Introduced in 2010
(8.0)
| Updated in 2016
(10.4)
Translate this page: