# Mixture Model Distributions

I wonder, if there could be a Pareto Mixture Model, just like the Gaussian Mixture Model (GMM). How am I supposed to build a Pareto Mixture Model (PMM)?

$$f(x) = \pi_1 f_1 (x) + \pi_2 f_2 (x) + \dots + \pi_k f_k (x)$$
where $f_i$ are individual distributions and $\pi_i$ are weights such that $0 \le \pi_i \le 1$ and $\sum_i \pi_i = 1$.