ELI5: Explain Like I'm 5

Mixture distribution

A mixture distribution is like making a cake with different types of ingredients. Imagine you have a big bowl of flour, sugar, butter and eggs, and you mix them all together to create a cake batter. But what if you decided to add some chocolate chips into your batter? Now you have a mixture of two different ingredients: the original cake batter and the added chocolate chips.

In statistics, a mixture distribution is similar to this cake batter example. Instead of ingredients, we have different probability distributions. These distributions can be thought of as recipes for creating the shape of the data. For example, a normal distribution could be used to describe the height of people in a population, while a Poisson distribution could describe the number of cars passing through an intersection during a time period.

When we have a mixture distribution, we are combining two or more of these probability distributions. So instead of just having one recipe to describe the shape of our data, we have several. Each recipe corresponds to a different type of data that we could be seeing in our sample.

Just like the cake batter, the resulting mixture distribution can be more complex than any of the original distributions on their own. It can have multiple peaks, be skewed in different directions, and have varying levels of probability density.

By using a mixture distribution, we can get a more accurate picture of the types of data that exist in our sample. It’s like having a cake that includes different flavors and textures, rather than just a plain vanilla cake.