An introduction to finite mixture distributions

Abstract

Finite mixture densities can be used to model data from populations known or suspected to contain a number of separate subpopulations. Most commonly used are mixture densities with Gaussian (univariate or multivariate) components, but mixtures with other types of component are also increas ingly used to model, for example, survival times. This paper gives a general introduction to the topic which should help when considering the other more specialized papers in this issue.