Another possible approach to this issue is to think about what might be going on behind the scenes that is generating the data you see. That is, you can think in terms of a mixture model, for example, a Gaussian mixture model. For instance, you might believe that your data are drawn from either a single normal population, or from a mixture of two normal distributions (in some proportion), with differing means and variances. Of course, you don't have to believe that there are only one or two, nor do you have to believe that the populations from which the data are drawn need to be normal.
There are (at least) two R packages that allow you to estimate mixture models. One package is flexmix, and another is mclust. Having estimated two candidate models, I believe it may be possible to conduct a likelihood ratio test. Alternatively, you could use the parametric bootstrap cross-fitting methodthe parametric bootstrap cross-fitting method (pdf).