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A mixture distribution is one that is written as a convex combination of other distributions. Use the "compound-distributions" tag for "concatenations" of distributions (where a parameter of a distribution is itself a random variable).
8
votes
Mixture Models and Dirichlet Process Mixtures (beginner lectures or papers)
This is a gentle tutorial:
http://www.cs.cmu.edu/~kbe/dp_tutorial.pdf
I like the wikipedia entry as well. The links there are also very good:
http://en.wikipedia.org/wiki/Dirichlet_process
Here is …