Mathematica
BUILT-IN MATHEMATICA SYMBOL

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.
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