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1 parent c6e5a92 commit 9b9826cCopy full SHA for 9b9826c
pymc/distributions/mixture.py
@@ -495,7 +495,7 @@ class NormalMixture:
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======== =======================================
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Support :math:`x \in \mathbb{R}`
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Mean :math:`\sum_{i = 1}^n w_i \mu_i`
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- Variance :math:`\sum_{i = 1}^n w_i^2 \sigma^2_i`
+ Variance :math:`\sum_{i = 1}^n w_i (\sigma^2_i + \mu_i^2) - \left(\sum_{i = 1}^n w_i \mu_i\right)^2`
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Parameters
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