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the probability distribution that results from assuming that a random variable is distributed according to some parametrized distribution, with (some of) the parameters of that distribution themselves being random variables

In probability and statistics, a compound probability distribution (also known as a mixture distribution or contagious distribution) is the probability distribution that results from assuming that a random variable is distributed according to some parametrized distribution, with (some of) the parameters of that distribution themselves being random variables.

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the probability distribution that results from assuming that a random variable is distributed according to some parametrized distribution with an unknown parameter that is again distributed according to some other distribution

A compound probability distribution is the probability distribution that results from assuming that a random variable is distributed according to some parametrized distribution with an unknown parameter that is again distributed according to some other distribution .

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a compound probability distribution, where a probability vector p is drawn from a Dirichlet distribution with parameter vector , and an observation drawn from a multinomial distribution with probability vector p and number of trials

It is a compound probability distribution, where a probability vector p is drawn from a Dirichlet distribution with parameter vector , and an observation drawn from a multinomial distribution with probability vector p and number of trials n.

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the result of a probability distribution whose parameters are distributed along other probability distributions

compound distribution: The compound probability distribution is the result of a probability distribution whose parameters are distributed along other probability distributions.

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K-distribution

In this derivation, the K-distribution is a compound probability distribution.

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also known as a mixture distribution or contagious distribution

In probability and statistics, a compound probability distribution (also known as a mixture distribution or contagious distribution) is the probability distribution that results from assuming that a random variable is distributed according to some parametrized distribution, with (some of) the parameters of that distribution themselves being random variables.

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In probability and statistics

In probability and statistics, a compound probability distribution (also known as a mixture distribution or contagious distribution) is the probability distribution that results from assuming that a random variable is distributed according to some parametrized distribution, with (some of)

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The Dirichlet multinomial distribution

The Dirichlet multinomial distribution is a compound probability distribution: it is the multinomial distribution with number of trials n and class probabilities p randomly sampled from a Dirichlet distribution with concentration parameters alpha.

random variables drawn from a “compound” parametric distribution, where one or more of the distributions parameters (i.e. the mean) are taken from other probability distributions

A compound probability distribution has random variables drawn from a “compound” parametric distribution, where one or more of the distributions parameters (i.e. the mean) are taken from other probability distributions.

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