ParameterMixtureDistribution

ParameterMixtureDistribution[dist[θ],θwdist]
represents a parameter mixture distribution where the parameter θ is distributed according to the weight distribution wdist.

ParameterMixtureDistribution[dist[θ1,θ2,],{θ1wdist1,θ2wdist2,}]
represents a parameter mixture distribution where the parameter has weight distribution , has weight distribution , etc.

DetailsDetails

  • The probability density for value is given by Expectation[PDF[dist[θ],x],θwdist].
  • The domain of the weight distribution wdist needs to be a subset or equal to the parameter domain expected for .
  • Parameters can be discrete or continuous.
  • ParameterMixtureDistribution can be used with such functions as Mean, CDF, and RandomVariate, etc.

ExamplesExamplesopen allclose all

Basic Examples  (3)Basic Examples  (3)

Specify a parameter mixture distribution:

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Parameter mixture distributions work like any other distributions:

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Find a parameter mixture of a multivariate distribution:

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Introduced in 2010
(8.0)