Normal variance-mean mixture

id: normal-variance-mean-mixture-200-4556892
title: Normal variance-mean mixture
text: In probability theory and statistics, a normal variance-mean mixture with mixing probability density g is the continuous probability distribution of a random variable Y of the form where α , β and σ > 0 are real numbers, and random variables X and V are independent, X is normally distributed with mean zero and variance one, and V is continuously distributed on the positive half-axis with probability density function g . The conditional distribution of Y given V is thus a normal distribution with
brand slug: wiki
category slug: encyclopedia
description: Probability distribution
original url: https://en.wikipedia.org/wiki/Normal_variance-mean_mixture
date created:
date modified: 2024-04-17T13:54:36Z
main entity: {"identifier":"Q4327408","url":"https://www.wikidata.org/entity/Q4327408"}
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integrity: 14

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