  R\'enyi entropy of order \alpha is a general measure of entropy. In this
paper we derive estimations for the R\'enyi entropy of the mixture of sources
in terms of the entropy of the single sources. These relations allow to compute
the R\'enyi entropy dimension of arbitrary order of a mixture of measures.
  The key for obtaining these results is our new definition of the weighted
R\'enyi entropy. It is shown that weighted entropy is equal to the classical
R\'enyi entropy.
