The unsupervised estimation problem has been conveniently formulated in terms of a mixture density. It has been shown that a criterion naturally arises whose maximum defines the Bayes minimum risk solution. This criterion is the expected value of the natural log of the mixture density. By making the assumptions that the component densities in the mixture are truncated Gaussian, the criterion has a greatly simplified form. This criterion can be used to resolve mixtures when the number of classes as well as the class covariances are unknown. In this paper a technique is presented where an assumed test covariance is supplied by an experimenter who uses a test function as a "portable magnifying glass" to examine data. Because the experimenter supplies the covariance and thus the test function, the technique is especially suited for interactive data analysis.