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A probability provides a quantitative description of the likely occurrence of a particular event.

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Mixture distribution PDF with discrete values

For example, imagine that a given random variable $\mathbb{X}$ takes values as follows: \begin{equation} \mathbb{X} = \begin{cases} exp(1/\lambda),\quad \text{with probability}\,\, p\\ 0, \quad \text{ … with probability}\,\, (1-p) \end{cases} \end{equation} So, my guess for the expression of the PDF of $\mathbb{X}$ is: \begin{equation} f(x) = (1-p)\cdot \delta(x) + p\cdot \lambda e^{-\lambda\,x} \end …
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Mixture distribution PDF with discrete values

To sum up: Yes, you can express it as: \begin{equation} f(x) = (1-p)\cdot \delta(x) + p\cdot \lambda e^{-\lambda\,x} \cdot H(x) \end{equation} Note that Heaviside step function has been included in …
Gabriel's user avatar
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