Probability density functions (PDFs) are fundamental "objects" in mathematics with numerous applications in computer vision, machine learning and medical imaging. The feasibility of basic operations such as computing the distance between two PDFs and estimating a mean of a set of PDFs is a direct function of the representation we choose to work with. In this paper, we study the Gaussian mixture model (GMM) representation of the PDFs motivated by its numerous attractive features. (1) GMMs are arguably more interpretable than, say, square root parameterizations (2) the model complexity can be explicitly controlled by the number of components and (3) they are already widely used in many applications. The main contributions of this paper are numerical algorithms to enable basic operations on such objects that strictly respect their underlying geometry. For instance, when operating with a set of k component GMMs, a first order expectation is that the result of simple operations like interpolation and averaging should provide an object that is also a k component GMM. The literature provides very little guidance on enforcing such requirements systematically. It turns out that these tasks are important internal modules for analysis and processing of a field of ensemble average propagators (EAPs), common in diffusion weighted magnetic resonance imaging. We provide proof of principle experiments showing how the proposed algorithms for interpolation can facilitate statistical analysis of such data, essential to many neuroimaging studies. Separately, we also derive interesting connections of our algorithm with functional spaces of Gaussians, that may be of independent interest.