In reply to Kaushik Bhattacharjee.

Yes, I think you are correct: this article is about a finite mixture distribution where each component is normally distributed. Thus, the mixture density is a linear combination of normal densities.

I called it a "normal-mixture distribution" because the SAS documentation for the PDF and CDF functions contains an alphabetical list of distributions: Bernoulli, Beta, ..., Weibull. In that list, the entry 'NormalMix' describes how to use the mixture-of-normal distribution. Now that you have pointed out the potential for confusion, I wish the developers had named the option 'MixNormal' instead of 'NormalMix'.