DataTau | This is just a mixture model. You can easily prove that a convex combination of ...

DataTau

5 points by alex 3513 days ago | link | parent

This is just a mixture model. You can easily prove that a convex combination of PDFs is guaranteed to yield another PDF:

$\int f = \alpha \int f_1 + (1-\alpha) \int f_2 = \alpha + 1 - \alpha = 1 $

where we assume that $f_1, f_2$ are valid PDFs and the weights sum to 1.

1 point by Nadav 3512 days ago | link

Thanks, so being independent is not a requirement?

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