Component distributions
Each Gaussian describes one local pattern in the data, with its own center and spread.
Building complex distributions from simple components
A Gaussian mixture combines several Gaussian components using nonnegative weights that sum to one. Simple pieces can therefore represent clusters, skewness, or multiple peaks.
The essential idea: a complicated density can be assembled from a small number of interpretable Gaussian components.
Each Gaussian describes one local pattern in the data, with its own center and spread.
The full density adds the weighted component densities at every possible value of x.
Adjust the separation, common spread, and mixing weight. Then probe one value to see its soft component assignment.
Gaussian mixtures turn simple Gaussian components into flexible, interpretable models of clustered and multimodal data.