High Quality Content by WIKIPEDIA articles! In probability and statistics, a mixture distribution is the probability distribution of a random variable whose values can be interpreted as being derived in a simple way from an underlying set of other random variables. In particular, the final outcome value is selected at random from among the underlying values, with a certain probability of selection being associated with each. Here the underlying random variables may be random vectors, each having the same dimension, in which case the mixture distribution is a multivariate distribution.