Hi, folks.
Did any of you meet the following question?
"When a convolution is a mixture"
Precisely
Let F and G be two distributions on real line.
When we can say that F*G = pF + qG with 0<p,q<1, p+q =1
I know only one exaple: if F = exponential(a) and G = exponential(-b), in the sense that G(x) = exp(bx), x<0 and G(x)=1 elsewhere
I am very interested in that
gh

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