This paper presents an interactive transfer function design tool based on ellipsoidal Gaussian transfer functions (ETFs). Our approach explores volumetric features in the statistical space by modeling the space using the Gaussian mixture model (GMM) with a small number of Gaussians to maximize the likelihood of feature separation. Instant visual feedback is possible by mapping these Gaussians to ETFs and analytically integrating these ETFs in the context of the pre-integrated volume rendering process. A suite of intuitive control widgets is designed to offer automatic transfer function generation and flexible manipulations, allowing an inexperienced user to easily explore undiscovered features with several simple interactions. Our GPU implementation demonstrates interactive performance and plausible scalability which compare favorably with existing solutions. The effectiveness of our approach has been verified on several datasets.