Gaussian mixture distribution ($p(x)={\sum }_j{w}_j{\varphi }_{{\mu }_j,{\sigma }_j}(x)$)

A Gaussian mixture distribution is a weighted sum of normal distribution densities, with nonnegative weights summing to one. It need not itself be a normal distribution: components with different means and variances can produce skewness or several modes. Its raw moments are weighted sums of the component moments.