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The overall density with two Gaussian mixture components for different choice of w1. We set μ1=−3, μ2=4, σ1=2, σ2=1.5. The presentation of this figure is the same as in Figure 1 except that μ1 is fixed at -3 and w1 takes the values of 0.7, 0.95 and 0.99 for the three panels (A color version of this figure is available as Supplementary Material)
