A Cram\'er-Wold theorem for mixtures

Abstract

We show how a Cram\'er-Wold theorem for a family of multivariate probability distributions can be used to generate a similar theorem for mixtures (convex combinations) of distributions drawn from the same family. Using this abstract result, we establish a Cram\'er-Wold theorem for mixtures of multivariate Gaussian distributions. According to this theorem, two such mixtures can be distinguished by projecting them onto a certain predetermined finite set of lines, the number of lines depending only on the total number Gaussian distributions involved and on the ambient dimension. A similar result is also obtained for mixtures of multivariate $t$-distributions.