ParameterMixtureDistribution

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

ParameterMixtureDistribution[dist[1, 2, ...], {1Distributedwdist1, 2Distributedwdist2, ...}]
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[], x], Distributedwdist].
  • 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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