Prove or disprove: If f1(x) and f2(x) are probability density functions and if θ1 + θ2 = 1, then θ1f1(x) + θ2f2(x) is a probability density function.
I do not know how to do this at all. Any help would be greatly appreciated.
Prove or disprove: If f1(x) and f2(x) are probability density functions and if θ1 + θ2 = 1, then θ1f1(x) + θ2f2(x) is a probability density function.
I do not know how to do this at all. Any help would be greatly appreciated.