ParameterMixtureDistribution

ParameterMixtureDistribution[dist[θ],θwdist] represents a parameter mixture distribution where the parameter θ is distributed according to the weight distribution wdist. 

ParameterMixtureDistribution[dist[θ1,θ2,…],{θ1wdist1,θ2wdist2,…}] represents a parameter mixture distribution where the parameter θ1 has weight distribution wdist1, θ2 has weight distribution wdist2, etc. 

Please visit the official Wolfram Language Reference for more details and examples on core symbols.