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, statalist.org 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 <n.j.cox@durham.ac.uk>
To   "'statalist@hsphsun2.harvard.edu'" <statalist@hsphsun2.harvard.edu>
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. 

Nick 
n.j.cox@durham.ac.uk 

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:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/


© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index