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Q19Section A (Section A)19 of 60

Variance of a two-component Gaussian mixture

Let f1(x)f_1(x) be the probability density function of the N(0,1)N(0,1) distribution and f2(x)f_2(x) be the probability density function of the N(0,6)N(0,6) distribution. Let YY be a random variable with probability density function f(x)=0.6 f1(x)+0.4 f2(x),−∞<x<∞.f(x)=0.6\,f_1(x)+0.4\,f_2(x),\quad -\infty<x<\infty. Then Var(Y)\mathrm{Var}(Y) is equal to

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