This paper presents a distributed coverage control scheme based on receding horizon control for the coordination of multiple mobile robots to cover an event. The mission space is modeled using a probability density function representing the probability of occurrence of events. The distributed scheme is generated by the decomposition of a single optimal coverage problem into distributed receding horizon coverage control problems, each of them associated with one robot. The distributed coverage scheme is proven to optimally stabilize robots at a centroidal Voronoi configuration, which is an optimal configuration to cover an event. The control scheme is tested in three simulation environments to illustrate its good performance at environments with any probability density function of events, as well as its ability to generalize to much larger groups of mobile robots.