I feel like I've seen this topic discussed here before, but I wasn't able to find anything specific. Then again, I'm also not really sure what to search for.
I have a one dimensional set of ordered data. I hypothesize that all of the points in the set are drawn from the same distribution.
How can I test this hypothesis? Is it reasonable to test against a general alternative of "the observations in this data set are drawn from two different distributions"?
Ideally, I would like to identify which points come from the "other" distribution. Since my data is ordered, could I get away with identifying a cut point, after somehow testing whether it's "valid" to cut the data?
Edit: as per Glen_b's answer, I would be interested in strictly positive, unimodal distributions. I'd also be interested in the special case of assuming a distribution and then testing for different parameters.