Question: If p1(x) and p2(x) are two probability density functions, consider the function p(x) = p1(x) + (1 )p2(x). (a) Is it true that p(x)

If p1(x) and p2(x) are two probability density functions, consider the function pλ(x) = λp1(x) + (1 − λ)p2(x).

(a) Is it true that pλ(x) is a valid density function for any λ ∈ [0, 1]? Why or why not?

(b) What about for λ /∈ [0, 1]? Why or why not?

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