The EM algorithm is a powerful tool to solve the membership problem in open clusters when a mixture density model overlaping two heteroscedastic bivariate normal components is built to fit the cloud of relative proper motions of the stars in a region of the sky where a cluster is supposed to be. A membership study of 1866 stars located in the region of the very old open cluster M67 is carried out via the Expectation Maximization algorithm using the McLachlan, Peel, Basford and Adams EMMIX software.