Proof for claim that mixtures of Gaussian distributions are dense in the set of probability distributions

Question

I've been trying to find a proof for the claim that

Mixtures of Gaussian distributions are dense in the set of probability distributions, with respect to the weak topology.

but I have failed to do so. Does anyone know where I can read more about this?

score 0 · Accepted Answer · answered Mar 20 '13 at 16:54

0

Never mind, I found something.

Readers interested in this problem should check out "Approximation of Probability Distributions by Convex Mixtures of Gaussian Measures" and the references found therein.

answered Mar 20 '13 at 16:54

Stijn

1 Answers1