Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down on April 23, and its replacement, is already up and running.

[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

st: RE: kdensity estimates sum to >1

From   Nick Cox <>
To   "''" <>
Subject   st: RE: kdensity estimates sum to >1
Date   Thu, 15 Mar 2012 11:21:36 +0000

... because densities for continuous variables aren't probabilities. 

Consider a uniform distribution on [0,0.5]. The density will be constant at 2 as that is the only way that the density can integrate to 1 over the support of the distribution. 

This is documented. See [R] p.890, which uses the same example. 


Ivica Rubil

I have a problem with -kdensity-: the sum of estimates sum to more than
1! How is it possible?

*   For searches and help try:

© Copyright 1996–2015 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index