We perform a Bayesian model selection analysis in the the R-parity conserving
MSSM to compare two different assumptions: whether the lightest neutralinos
make all or only part of the cold dark matter. This corresponds to either
imposing full WMAP relic density limits or just its upper bound for
constraining the MSSM parameters. We consider several realisations of the MSSM,
namely, three GUT-scale SUSY breaking scenarios with a handful of parameters
corresponding to the CMSSM, anomaly mediation and the large volume string
scenarios as well as the weak-scale 25-parameter phenomenological MSSM (pMSSM).
The results give a data-based quantitative evidence for a multicomponent cold
dark matter. The pMSSM posterior samples indicate that the choice of imposing
full WMAP limits or just its upper bound affects mostly the gaugino-higgsino
content of the neutralino and, against naive expectations, essentially not any
other sector.Comment: version to appear in Physcis Letters