Compound probability distributions | Continuous distributions
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 where is a well-defined probability density function or sampling distribution. 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. (Wikipedia).
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