Assume that we want to approximate a primary school's sex distribution. Obviously, the height distributions of the boys and girls are different. However, we only have height records but no idea about whether each height is with a boy or a girl. To approximate the sex distribution, we randomly initialize the gaussian distributions of heights of boys and girls. We use these distributions to approximate whether each height is with a boy or a girl. Then we use the sex distributions to approximate the parameters of the gaussian distributions again. We repeatedly do those two steps until one of them converges.