I used GaussianMixture in Scikit-learn to estimate 3 components. The result is shown in the picture bellow.
Now, consider the "Point A". I need to find the probability of this point in each of the estimated Gaussian distributions. I used the following code for it
model.predict_proba(X)
However, it just provides relative probability of belonging to each of the clusters rather than its associated probability in each distribution.
Thank you for your help.