Monday, July 14, 2014

Mixture probability distributions

From http://en.wikipedia.org/wiki/Mixture_density

 the mixture distribution can be represented by writing either the density, f, or the distribution function, F, as a sum (which in both cases is a convex combination):
 F(x) = \sum_{i=1}^n \, w_i \, P_i(x),
 f(x) = \sum_{i=1}^n \, w_i \, p_i(x) .

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