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Distributed generation is a flexible and effective way to utilize renewable energy. The dispersed generators are quite close to the load, and pose some power quality problems such as harmonic current emissions. This paper focuses on the harmonic propagation and interaction between a small-scale wind farm and nonlinear loads in the distribution grid. Firstly, by setting the wind turbines as P - Q(V) nodes, the paper discusses the expanding Newton-Raphson power flow method for the wind farm. Then the generalized gamma mixture models are proposed to study the non-characteristic harmonic propagation of the wind farm, which are based on Gaussian mixture models, improved phasor clustering and generalized Gamma models. After the integration of the small-scale wind farm, harmonic emissions of nonlinear loads will become random and fluctuating due to the non-stationary wind power. Furthermore, in this paper the harmonic coupled admittance matrix model of nonlinear loads combined with a wind farm is deduced by rigorous formulas. Then the harmonic propagation and interaction between a real wind farm and nonlinear loads are analyzed by the harmonic coupled admittance matrix and generalized gamma mixture models. Finally, the proposed models and methods are verified through the corresponding simulation models in MATLAB/SIMULINK and PSCAD/EMTDC. [ABSTRACT FROM AUTHOR]