[R] Help with normal distributions

[David Scott]

On Mon, 4 Oct 2004, Christian Hennig wrote:

> Hi Michael,
>
>> Secondly, and perhaps more difficult, is a second data set.  This, when
>> plotted as a histogram, has two clear peaks, perhaps even three, all of
>> which look as though they are normally distributed.  So the theory is
>> that my data set is actually made up of two, possibly three, underlying
>> sub-sets of data which are normally distributed, but with different
>> means and standard deviations.  So 1) how do I test for this? And 2) how
>> can I estimate the parameters (mean and SD) for the underlying
>> distributions?
>
> The answer to 2, as pointed out already, is to use EMclust in package
> mclust.
> Testing for the presence of a mixture is difficult from a theoretical
> point of view, and as far as I know, nothing is already implemented in R.
>

For testing for a mixture of two random variables there is the dip test of 
Hartigan---see diptest on CRAN

David Scott

_________________________________________________________________
David Scott	Department of Statistics, Tamaki Campus
 		The University of Auckland, PB 92019
 		Auckland	NEW ZEALAND
Phone: +64 9 373 7599 ext 86830		Fax: +64 9 373 7000
Email:	d.scott at auckland.ac.nz


Graduate Officer, Department of Statistics