mixture distribution

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A distribution made up of two or more component distributions. For example, suppose that light bulbs of type A have an exponential lifetime with parameter α and light bulbs of type B have an exponential lifetime with parameter β. A box contains a mixture of the two types of bulb, with a proportion p being of type A. Let X be the lifetime of a randomly selected bulb. The probability density function f of X is given by .

Subjects: Probability and Statistics.

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