Figure 10: The two distributions in 13 different setups considered for N = 100, which differ in the number of intersections of the densities, the range of support where the differences lie, and the whether they are symmetric or not. 69 1. Normal vs. Normal with delta   f1=N(0,1)   f2= 0.75*N(0,1)+0.25*N(0.65,1E−6) 2. Mix. vs. Mix., 3 vs. 4 Components   f1= four Normal components at mean=−2,−0.4,0.4,2, sd=0.264 f2= 0.25(N(−1.6,0.11)+N(+1.6,0.11))+0.5N(0,0.11) 3. Normal vs. Normal with many deltas   f1=N(0,1)   f2=0.5N(0,1) + 0.5 sampled from (−2,−1,...,2) 4. Normal vs. Mixture 2 Components   f1=N(0,1)  f2=0.5(N(−0.91,0.16)+N(0.91,0.16)) 5. Normal vs. Mixture 3 Components   f1=N(0,1)  f2=1/3*(N(−1.2,0.04)+N(0,0.04)+N(1.2,0.04)) 6. Normal vs. Mixture 5 Components   f1=N(0,1)  f2=5 Normal Components,mean= (−1.41, −0.70, 0, 0.70, 1.41),sd=0.1 7. Cauchy, Shift   f1=cauchy(0.6)  f2=cauchy(−0.6) 8. Symmetric Gaussian mixture   f1=N(0,10.56)  f2=0.5(N(−1.5,1)+N(1.5,1)) 9. Asymmetric Gaussian mixture   f1=N(1.6,5.95)  f2=0.1*N(−2,1)+0.9*N(2,1) 10. Asymmetric Mixture vs. Mixture  f1=0.5(N(−1,0.09)+N(1,0.36))  f2=0.5(N(−1.25,0.36)+N(1.25,0.09)) 11. Mix. vs. Mix., 2 vs. 3 Components   f1=1/2(N(−1,0.11)+N(1,0.11))  f2=1/3(N(−1.35,0.01)+N(−0.65,0.01)+N(0.8,0.21)) 12. Mix. vs. Mix., 2 vs. 4 Components, Symmetric   f1=two Normal Components, mean=−1,1, sd=0.33 f2=four Normal components mean=−1.3,−0.7,0.7,1.3, sd=0.099 13. Mix. vs. Mix., 3 vs. 3 Components, Asymmetric   f1=1/2N(−1,0.11)+1/4(N(0.65, 0.01)+N(1.35, 0.01))  f2=1/4(N(−1.35, 0.01)+N(−0.65, 0.01))+1/2N(1.8, 0.11)