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Representation of a mixture distribution.
A mixture distribution is the distribution of a random variable
defined in the following way: first, a random variable is selected
from `components` according to the probabilities given by `weights`, then
the selected random variable is realized.
Parameters
----------
components : sequence of `ContinuousDistribution`
The underlying instances of `ContinuousDistribution`.
All must have scalar shape parameters (if any); e.g., the `pdf` evaluated
at a scalar argument must return a scalar.
weights : sequence of floats, optional
The corresponding probabilities of selecting each random variable.
Must be non-negative and sum to one. The default behavior is to weight
all components equally.
Attributes
----------
components : sequence of `ContinuousDistribution`
The underlying instances of `ContinuousDistribution`.
weights : ndarray
The corresponding probabilities of selecting each random variable.
Methods
-------
support
sample
moment
mean
median
mode
variance
standard_deviation
skewness
kurtosis
pdf
logpdf
cdf
icdf
ccdf
iccdf
logcdf
ilogcdf
logccdf
ilogccdf
entropy
Notes
-----
The following abbreviations are used throughout the documentation.
- PDF: probability density function
- CDF: cumulative distribution function
- CCDF: complementary CDF
- entropy: differential entropy
- log-*F*: logarithm of *F* (e.g. log-CDF)
- inverse *F*: inverse function of *F* (e.g. inverse CDF)
References
----------
.. [1] Mixture distribution, *Wikipedia*,
https://en.wikipedia.org/wiki/Mixture_distribution
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