In
probability and
statistics, a
mixture distribution is the
probability distribution of a
random variable that is derived from a collection of other random variables as follows: first, a random variable is selected by chance from the collection according to given probabilities of selection, and then the value of the selected random variable is realized. The underlying random variables may be random real numbers, or they may be
random vectors (each having the same dimension), in which case the mixture distribution is a
multivariate distribution.