NO.PZ2020010303000008
问题如下:
How are the mean and variance of a mixture of normal random variables related to the mean and variance of the components of the mixture?
选项:
解释:
The mean is the weighted average of the means of the components. The variance is more complicated. The second non-central moment, of the mixture is the weighted average of the second non-central moments of the components. The variance is then , which depends the first and second moments of the mixture.
这道题视频里没有讲到,现在还会考察么?