MixtureDistribution

MixtureDistribution[{w1, ..., wn}, {dist1, ..., distn}] represents a mixture distribution whose CDF is given as a sum of the CDFs of the component distributions disti, each with weight wi.

Examples

dist = MixtureDistribution[{1, 2}, {NormalDistribution[0, 1], NormalDistribution[5, 1]}]
RandomVariate[dist, 5]
(* samples from the mixture *)

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