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July 24th, 2019, 11:08 PM   #11
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I came across (wikipedia) Multimodal distribution.. with specific example of bimodal (2 normal distributions). The mu is like what you suggested (average of the 2 mu's). Variance is average variance plus average of (mu_i minus mu)^2. I feel for infimodal (infinite number of independent normal distributions), the probability function would tend to uniform density distribution, which may be derived from the above formula for multimodal variance.
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convergence, convergence or divergence, distributions, inf, random, random variable, series, variables



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