of outliers. A simulation To simulate a sample of size N that is from a mixture of distributions Fi, i=1 to n, with probabilities pi (sum= pi = 1): Generate N random numbers from a categorical distribution of size n and probabilities pi for i= 1= to n. These tell you which of the Fi each of the N values will come from. Denote by mi the quantity of random numbers assigned to the ith category. For each i, generate mi random numbers from the Fi distribution. Extensions In a Bayesian setting, additional levels can be added to the graphical model defining the mixture model. For example, in the common latent Dirichlet allocation topic model, the observations are sets of words drawn from D different documents and the K'' mixture components represent topics that are shared across documents. Each document has a different set of mixture weights, which specify the topics prevalent in that document. All sets of mixture weights share common hyperparameters. A very common extension is to connect the latent variables defining the mixture component identities into a Markov chain, instead of assuming that they are independent identically distributed random variables. The resulting model is termed a hidden Markov model and is one of the most common sequential hierarchical models. Numerous extensions of hidden Markov models have been developed; see the resulting article for more information. History Mixture distributions and the problem of mixture decomposition, that is the identification of its constituent components and the parameters thereof, has been cited in the literature as far back as 1846 (Quetelet in McLachlan, 2000) although common reference is made to the work of Karl Pearson (1894) as the first author to explicitly address the decomposition problem in characterising non-normal attributes of forehead to body length ratios in female shore crab populations. The motivation for this work was provided by the zoologist Walter Frank Raphael Weldon who had speculated in 1893 (in Tarter and Lock) that asymmetry in the histogram of these ratios could signal evolutionary divergence. Pearson's approach was to fit a univariate mixture of two normals to the data by choosing the five parameters of the mixture such that the empirical moments matched that of the model. While his work was successful in identifying two potentially distinct sub-populations and in demonstrating the flexibility of mixtures as a moment matching tool, the formulation required the solution of a 9th degree