Weight of second component
Second component mean (sd units)
Second component spread
Sample size
Resample
sample
exact
mean
median
std dev
skewness
excess kurtosis
Independent check
Equations
Mixture (1−w)·N(0,1) + w·N(μ,σ²). Raw moments of N(μ,σ²): E x=μ, E x²=μ²+σ², E x³=μ³+3μσ², E x⁴=μ⁴+6μ²σ²+3σ⁴. Skewness = central m3 / s³; excess kurtosis = m4 / s⁴ − 3.