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The dip test of unimodality. (English) Zbl 0575.62045
The dip test measures multimodality in a sample by the maximum difference, over all sample points, between the empirical distribution function, and the unimodal distribution function that minimizes that maximum difference. The uniform distribution is the asymptotically least favorable unimodal distribution, and the distribution of the test statistic is determined asymptotically and empirically when sampling from the uniform.

MSC:
62G10 Nonparametric hypothesis testing
62G05 Nonparametric estimation
62G30 Order statistics; empirical distribution functions
62F05 Asymptotic properties of parametric tests
Software:
dip
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