Mixture of probability measures

Let {Pμ:μχ} be a family of probability measures and Q a probability measure over χ. A mixture over μ is defined such that Aσ(Ω):

P(A)=Pμ(A)Q(dμ)

For example, we can consider {normal(0,1)μ,normal(1,1)μ} and μBernoulli(0.7). Then:

P(A)=0.7normal(0,1)(A)+0.3normal(1,1)(A)

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