The basic goal of quantization for probability distribution is to reduce the number of values, which is typically uncountable, describing a probability distribution to some finite set and thus approximation of a continuous probability distribution by a discrete distribution. Though the term "quantization" is known to electrical engineers for the last several decades, it is still a new area of research to the mathematical community. In my presentation, first I will talk about the basic ingredients that one needs to work in this area. Then, I will give some examples, and talk about the quantization on mixed distributions. Mixed distributions are an exciting new area for optimal quantization. I will also tell some open problems relating to mixed distributions.