[R] unimodal VS bimodal normal distribution - how to get a pvalue?

[Emmanuel Levy]

Hi Duncan,

I'm really stupid --- yes of course!!

Thanks for pointing me out the (now) obvious.

All the best,

E

2008/10/21 Duncan Murdoch <murdoch at stats.uwo.ca>:
> 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
>