Johannes Elias wrote: > Dear R-Gurus, > > I wonder why 'density' values as shown in hist or plot(density(x)) are > sometimes over 1. How can that be? > > Example > >> hist(rnorm(1000,sd=.5),freq=FALSE) > > The resulting plot shows density values below 1 on the y-axis. However, > >> hist(rnorm(1000,sd=.1),freq=FALSE) > > shows density values over 1. > > How to interpret density values over 1?
This comes up every now and again. The real question is: Why do people believe that densities should be probabilities? They're not, they denote (differential) probability per unit on the x axis, and the denominator can be small. The density _integrates_ to 1, so if e.g. it is concentrated on (0, 0.5) if has to be at least 2 somewhere. > Greetings, > > Johannes > > ______________________________________________ > [email protected] mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. -- O__ ---- Peter Dalgaard Øster Farimagsgade 5, Entr.B c/ /'_ --- Dept. of Biostatistics PO Box 2099, 1014 Cph. K (*) \(*) -- University of Copenhagen Denmark Ph: (+45) 35327918 ~~~~~~~~~~ - ([email protected]) FAX: (+45) 35327907 ______________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
