Mixture (probability)

In probability theory and statistics, a mixture is a probabilistic combination of two or more probability distributions.[1] The concept arises mostly in two contexts:

* A mixture defining a new probability distribution from some existing ones, as in a mixture distribution or a compound distribution. Here a major problem often is to derive the properties of the resulting distribution.
* A mixture used as a statistical model such as is often used for statistical classification. The model may represent the population from which observations arise as a mixture of several components, and the problem is that of a mixture model, in which the task is to infer from which of a discrete set of sub-populations each observation originated.

## See also

* Mixture distribution
* Compound distribution
* Mixture model
* classification
* Cluster analysis

## References

1. ↑ Heidari, Hadi; Arabi, Mazdak; Ghanbari, Mahshid; Warziniack, Travis (June 2020). "A Probabilistic Approach for Characterization of Sub-Annual Socioeconomic Drought Intensity-Duration-Frequency (IDF) Relationships in a Changing Environment" (in en). Water 12 (6): 1522. doi:10.3390/w12061522.

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