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st: RE: kdensity estimates sum to >1

From   Nick Cox <[email protected]>
To   "'[email protected]'" <[email protected]>
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. 

[email protected] 

Ivica Rubil

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

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