Let's say that we have one distribution, and sample x data. We have another distribution and sample y data.

I want to put these two distributions together and generate a new distribution. So after combining two samples, the total count would be x + y. What are the distribution after the combination?

I've found sum of distributions, but that is not what I want. I'm not going to add two values together.

  • 3
    $\begingroup$ This is called a "mixture" of distributions. $\endgroup$ – Noah Jun 28 at 4:26
  • 1
    $\begingroup$ You can add the distributions instead of adding random variables. And sample from the added distribution. en.wikipedia.org/wiki/Mixture_distribution $\endgroup$ – kevin012 Jun 28 at 5:15

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