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Q127Section III (Statistics)127 of 180

Mean and variance of a mixture distribution

Suppose XX has c.d.f. FF where F(x)=0.7 Δ1(x)+0.3 N(0,1)(x)F(x)=0.7\,\Delta_1(x)+0.3\,N_{(0,1)}(x), with Δ1\Delta_1 the distribution function degenerate at 11 and N(0,1)N_{(0,1)} the standard normal distribution function. Then:

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