Peppers inside peppers

Not infrequently when my wife and I purchase sweet bell peppers, we'll cut them open only to discover that there's what appears to be a tiny little pepper growing inside.
Does anyone know what causes this to happen, and perhaps more importantly, are these little pepperlets edible?
Oh, sometimes they're the same color as the "main" pepper, but sometimes they're rather different (usually green in a red or orange pepper). Are there maybe two different phenomena going on here?
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Chris Dutton said:

Oh yes, they are edible. Sometimes very weirdly shaped, though.

The 'inner twin' may not be as ripe as the outer pepper, thus the different color.
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Pat in Plymouth MI ('someplace.net' is comcast)

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Thanks for the information.
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