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st: RE: scale errors in kdensity


From   "Nick Cox" <n.j.cox@durham.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: scale errors in kdensity
Date   Mon, 12 Nov 2007 17:55:56 -0000

This is not strange at all. A density need not have the same units
as probability, and usually doesn't. There is a section detailing this
point in the manual. 

Here's one demonstration. If x is uniform on [0, 1] its density 
is constant at 1 and necessarily integrates to 1. Then 0.5x will be 
uniform on [0,0.5] and its density is necessarily constant at 2.
Otherwise the density would not in turn integrate to 1. 

Nick 
n.j.cox 

Yue Li

I met a strange problem when using kdensity and hope someone could help
me.

When i use kdensity to draw density graph of my data, the scale of the
probablity excees one.  Is this the problem of the command or anything?

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