Consider now n i.i.d. observations of the vector data $({x_1,...,x_n}).$ Using the pdf, we can write the log-likelihood expression:
$$l(\boldsymbol x)=\sum_{i=1}^nln(\sum_{k=1}^K\pi_kp(x_i|\mu_k))$$
In order to estimate the unknown parameters $({π_k,μ_k,Σ_k})$ we must trace each data sample $x_j$ as to which of the k mixtures it belongs to. If an oracle would tell us, our task would be very easy; but we do not know it. This can be handled by using a new K-dimensional binary random vector $z∈(0,1)$ such that only one component at any one time is 1, all the rest being zero, and so $\sum_{i=1}^Kz_k=1$. In fact, also $p(z_k=1)=\pi_k.$ Notice that z is not observable, hence a hidden variable.
Thus for example,
$$p(x|z_k)=\prod_{j=1}^d\mu_{kj}^{xj}(1-\mu_{kj})^{1-xj}$$ $$p(x|z,\mu)=\prod_{i=1}^Kp(x|\mu_i)^{zi}\phantom{2}and\phantom{2}p(z|\pi)=\prod_{j=1}^K\pi_j^{zj}$$
How can we marginalize the product of p(x|z,μ) and p(z|π) (i.e., integrate out z) and obtain the below result:
$$p(x|\mu,\pi)=\sum_{k=1}^K\pi_kp(x|\mu_k)$$
