## The Annals of Mathematical Statistics

- Ann. Math. Statist.
- Volume 31, Number 1 (1960), 1-268

### On the Mixture of Distributions

#### Abstract

If $\mathcal{F} = \{F\}$ is a family of distribution functions and $\mu$ is a measure on a Borel Field of subsets of $\mathcal{F}$ with $\mu(\mathcal{F}) = 1$, then $\int F(\cdot) d\mu (F)$ is again a distribution function which is called a $\mu$-mixture of $\mathcal{F}$. In Section 2, convergence questions when either $F_n$ or $\mu_k$ (or both) tend to limits are dealt with in the case where $\mathcal{F}$ is indexed by a finite number of parameters. In Part 3, mixtures of additively closed families are considered and the class of such $\mu$-mixtures is shown to be closed under convolution (Theorem 3). In Section 4, a sufficient as well as necessary conditions are given for a $\mu$-mixture of normal distributions to be normal. In the case of a product-measure mixture, a necessary and sufficient condition is obtained (Theorem 7). Generation of mixtures is discussed in Part 5 and the concluding remarks of Section 6 link the problem of mixtures of Poisson distributions to a moment problem.

#### Article information

**Source**

Ann. Math. Statist. Volume 31, Number 1 (1960), 55-73.

**Dates**

First available: 27 April 2007

**Permanent link to this document**

http://projecteuclid.org/euclid.aoms/1177705987

**JSTOR**

links.jstor.org

**Digital Object Identifier**

doi:10.1214/aoms/1177705987

**Mathematical Reviews number (MathSciNet)**

MR121825

**Zentralblatt MATH identifier**

0107.13501

#### Citation

Teicher, Henry. On the Mixture of Distributions. The Annals of Mathematical Statistics 31 (1960), no. 1, 55--73. doi:10.1214/aoms/1177705987. http://projecteuclid.org/euclid.aoms/1177705987.