Wind speed probability distribution is usually expressed by 2-parameter Weibull distribution function. However, it is difficult to approximate accurately the short term, distribution with two or more peaks. A mixed Weibull distribution function with seven parameters is proposed. A moment estimation method is used to get initial value of parameters first and then maximum likelihood estimation used to calculate parameters. It is also necessary to pay more attention to a special peak or some important wind speed ranges. The weighted maximum likelihood estimation is adopted to improve the estimation in these special ranges. Results show that the mixed Weibull distribution function has a much better approximation precision than the 2-parameter one. By controlling the overall error, the method can significantly improve the performance of approximation for important wind speed ranges.