[R] Likelihood of multiple random processes

[Eric Elguero]

this way the problem is not well posed. You need to place an upper
bound on the number of distributions in the mixture you want to
estimate, for otherwise the likelihood is unbounded (take one normal 
distribution for each value in your data).

----- Original Message ----- 

> Do you know which observations came from which process (you do in your 
> example, but it whatever it is supposed to emulate)?

No- I need to determine whether more than one process could have been 
involved.