On 10/21/2008 2:56 PM, Emmanuel Levy wrote:
Dear All,
I have a distribution of values and I would like to assess the
uni/bimodality of the distribution.
I managed to decompose it into two normal distribs using Mclust, and
the BIC criteria is best for two parameters.
However, the problem is that the BIC criteria is not a P-value, which
I would need ideally.
I saw the diptest package but it is not for gaussian distributions.
Any hint at a package or way-around this would be greatly appreciated.
If your null is really a unimodal gaussian, then doing it by simulation
should be easy: simulate lots of normal samples of the same size as
your observed one, and calculate the same BIC statistic on each of them.
Then your p-value is the true proportion of simulated statistics that
give stronger evidence than the observed one, and is well approximated
by the simulated proportion.
Duncan Murdoch
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