The Dip Test of Unimodality
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.
Permanent link to this document: http://projecteuclid.org/euclid.aos/1176346577
Digital Object Identifier: doi:10.1214/aos/1176346577
Mathematical Reviews number (MathSciNet): MR773153
Zentralblatt MATH identifier: 0575.62045