This chapter was focused on discrete mixture models but we can also have continuous mixture models. And indeed we already know some of them, like the zero-inflated distribution from Chapter 4, Generalizing Linear Models, where we had a mixture of a Poisson distribution and a zero-generating process. Another example was the robust logistic regression model from the same chapter, that model is a mixture of two components: a logistic on one hand and a random guessing on the other. Note that the parameter is not an on/off switch, but instead is more like a mix-knob controlling how much random guessing and how much logistic regression we have in the mix. Only for extreme values of do we have a pure random-guessing or pure logistic regression.
Hierarchical models can be also be interpreted as continuous mixture models where the parameters in each group come from...