Mixture of Univariate Normals

[...]

Well, a mixture of two normals is not long-tailed, so I think you need
something else, e.g. a mixture of t's.

Or a mixture of three normals, the third with a large sigma.


Dr Murray Jorgensen      http://www.stats.waikato.ac.nz/Staff/maj.html 
Department of Statistics, University of Waikato, Hamilton, New Zealand 
Email: maj at waikato.ac.nz                            Fax +64-7 838 4155
Phone  +64-7 838 4773 wk    +64 7 849 6486 home     Mobile 021 395 862

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