Quantitative Archaeology had a rapid development in the past few decades due to the parallel development of methodologies in Physics, Chemistry and Geology that can be implemented in archaeological findings and produce measurements on a number of variables. Those measurements form the data, the basis for a statistical analysis, which in turn can provide us with objective results and answers, within the prediction or estimation framework, about the archaeological findings. Exploratory statistical analysis was almost exclusively used initially for analyzing such data mainly because of their simplicity. The simplicity originates from the fact that exploratory techniques do not rely on any distribution assumption and conduct a non-parametric statistical analysis. However the recent development of the statistical methodology and the computing software allows us to make use of more sophisticated statistical techniques and obtain more informative results. We explore and present applications of three such techniques. The finite mixture approach for model based clustering, the latent class model and the Bayesian mixture of normal distributions with unknown number of components. All three methods can be used for identifying sub-groups in the sample and classify the items.