function y = p(x)
%
% Density of random variable X is p(x)
%
% Convex combination of Gaussians N(0,1) and N(m,sigma^2)
%
lambda = .85;
m = 4;
sigma = .5;
y = ( lambda*exp(-x.*x/2)/sqrt(2*pi)...
 + (1-lambda)*exp(-((x-m)/sigma).^2)/(sqrt(2*pi)*sigma) );
