Rayleigh mixture distribution
In probability theory and statistics a Rayleigh mixture distribution is a weighted mixture of multiple probability distributions where the weightings are equal to the weightings of a Rayleigh distribution. Since the probability density function for a (standard) Rayleigh distribution is given by
Rayleigh mixture distributions have probability density functions of the form
The Rayleigh mixture distribution is one of many types of compound distributions in which the appearance of a value in a sample or population might be interpreted as a function of other underlying random variables. Mixture distributions are often used in mixture models, which are used to express probabilities of sub-populations within a larger population.
- Karim R., Hossain P., Begum S., and Hossain F., "Rayleigh Mixture Distribution", Journal of Applied Mathematics, Vol. 2011, doi:10.1155/2011/238290 (2011).
- Jackson J.L., "Properties of the Rayleigh Distribution", Johns Hopkins University (1954).