Table 2. Characteristics of PDF estimates for the bimodal distribution described by a binary mixture of two Gaussian distributions.

Sample Size	p-value	KL distance	Figure of Merit	SURD coverage	Lagrange Multipliers
256	0.50 0.51 0.54 0.62	1.3E-2 1.3E-2 1.4E-2 1.3E-2	0.90 0.89 0.90 0.87	0.43 0.46 0.40 0.42	3 3 4 3
4096	0.46 0.51 0.54 0.55	5.7E-3 5.2E-3 7.8E-3 9.0E-3	0.92 0.92 0.91 0.91	0.41 0.41 0.42 0.40	17 17 13 13
65536	0.51 0.53 0.55 0.62	5.2E-3 5.8E-3 6.1E-3 7.5E-3	0.89 0.87 0.89 0.84	0.40 0.40 0.40 0.42	33 33 33 29
1048576	0.43 0.50 0.51 0.57	6.7E-4 7.2E-3 5.1E-3 5.0E-3	0.90 0.90 0.89 0.90	0.40 0.40 0.40 0.40	53 49 47 47