Inference='Method of moments'#'Variational Bayes'#'Method of moments'#'Variational Bayes' #'Method of moments' OR 'Maximum Likelihood' OR 'Variational Bayes' ML NOT INCLUDED YET
Number_of_Components=3
Components_Model=['Gauss','InvGamma','-InvGamma']#Each component can be Gauss, Gamma, InvGamma, -Gamma, -InvGamma