int n1 = 50;
int n2 = 50;
double mu1 = 0;
double mu2 = 5;
DoubleVector a = Maths.rnorm( n1, mu1, 1, new Random() );
a = a.cat( Maths.rnorm( n2, mu2, 1, new Random() ) );
DoubleVector means = (new DoubleVector( n1, mu1 )).cat(new DoubleVector(n2, mu2));
System.out.println("==========================================================");
System.out.println("This is to test the estimation of the mixing\n" +
"distribution of the mixture of unit variance normal\n" +