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Is your feature request related to a problem? Please describe.
Right now, to estimate the variance, you need to use Monte-Carlo estimation via simulate.
Describe the solution you'd like
The variance of a mixture distribution is simple to calculate if you have access to the mixture components and weights: see.
The text was updated successfully, but these errors were encountered:
Is your feature request related to a problem? Please describe.
Right now, to estimate the variance, you need to use Monte-Carlo estimation via
simulate
.Describe the solution you'd like
The variance of a mixture distribution is simple to calculate if you have access to the mixture components and weights: see.
The text was updated successfully, but these errors were encountered: