Dip stats for Multi-modality
- The idea of the dip statistic is to measure how much we need to change the CDF to make it unimodal.
- In particular it is the maximum distance at any point between the CDF and the closest multimodal CDF.
- In other words the distribution can be deformed into a unimodal one by moving the CDF by at most the dip at each point, and the dip is the smallest number for which this is true.
