The integral of any probability density from -Inf to Inf should equal 1,
correct? I don't understand last result below.
> integrate(function(x) dnorm(x, 0,1), -Inf, Inf)
1 with absolute error < 9.4e-05
> integrate(function(x) dnorm(x, 100,10), -Inf, Inf)
1 with absolute error < 0.00012
> integrate(function(x) dnorm(x, 500,50), -Inf, Inf)
8.410947e-11 with absolute error < 1.6e-10
> all.equal(integrate(function(x) dnorm(x, 500,50), -Inf, Inf)$value, 0)
[1] TRUE
> sessionInfo()
R version 2.10.1 (2009-12-14)
i386-pc-mingw32
locale:
[1] LC_COLLATE=English_United States.1252 LC_CTYPE=English_United States.1252
[3] LC_MONETARY=English_United States.1252 LC_NUMERIC=C
[5] LC_TIME=English_United States.1252
attached base packages:
[1] stats graphics grDevices utils datasets methods base
other attached packages:
[1] statmod_1.4.6 mlmRev_0.99875-1 lme4_0.999375-35 Matrix_0.999375-33
lattice_0.17-26
loaded via a namespace (and not attached):
[1] grid_2.10.1 nlme_3.1-96 stats4_2.10.1 tools_2.10.1
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