A mixture of normals (having identical mean and variance) is normal; whereas, a mixture of normals (with different means, variances) may be non-normal (if means are identical, but variances are not) or multimodal (if means are non-identical).
see Titterington DM, Smith AFM, Makov UE [1985] "Statistical Analysis of Finite Mixture Distributions" (p49 for example). p ----- Original Message ----- From: "rd3d" <[EMAIL PROTECTED]> To: <[EMAIL PROTECTED]> Sent: Monday, May 03, 2004 10:41 AM Subject: [edstat] Mixture of normal distributions > I would like to know if the mixture of normal distributions is also > considered a normal distribution (with mean and variance of the mixture as > parameters). > If one looks at the graph of the mixture, it is not really bell-shaped, so > I am wondering if it can still be normally distributed. > > . > . > ================================================================= > Instructions for joining and leaving this list, remarks about the > problem of INAPPROPRIATE MESSAGES, and archives are available at: > . http://jse.stat.ncsu.edu/ . > ================================================================= > . . ================================================================= Instructions for joining and leaving this list, remarks about the problem of INAPPROPRIATE MESSAGES, and archives are available at: . http://jse.stat.ncsu.edu/ . =================================================================
