Help me give an example of a particular probability measures

[mhamini]

Show that if P and Q are two probability measures defined on the same (countable) sample space, then a.P + b.Q is also a probability measure for any two nonnegative numbers a and b satisfying a + b = 1. Give a concrete illustration of such a mixture

 

[steve10]

give a concrete illustration of such a mixture

a.P + b.Q is a probability measure <=> ∫a.P + b.Q=1

That can be easily verified since you have a+b=1 and ∫P=1 and ∫Q=1.