Question: Suppose P 1 , . . . , P k are probability functions on . Let a 1 , . . . , a k

Suppose P1, . . . , Pk are probability functions on Ω. Let a1, . . . , ak be a sequence of numbers. Under what conditions on the ais will 

P = a1P1 + · · · + akPk 

be a probability function?

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