Andy, Thanks a lot for the clarifications. I was running a simulation a number of times and trying to come up with a number to summarize the results. And, I failed to realize from the beginning that what I was trying to compute was just the mean.....
Regards, b. --- "Liaw, Andy" <[EMAIL PROTECTED]> wrote: > First thing you probably should realize is that density is _not_ > probability. A probability density function _integrates_ to one, > not _sum_ > to one. If X is an absolutely continuous RV with density f, then > Pr(X=x)=0 > for all x, and Pr(a < X < b) = \int_a^b f(x) dx. > > sum x*Pr(X=x) (over all possible values of x) for a discrete > distribution is > just the expectation, or mean, of the distribution. The > expectation for a > continuous distribution is \int x f(x) dx, where the integral is > over the > support of f. This is all elementary math stat that you can find > in any > textbook. > > Could you tell us exactly what you are trying to compute, or why > you're > computing it? > > HTH, > Andy > > > From: bogdan romocea > > > > Dear R users, > > > > This is a KDE beginner's question. > > I have this distribution: > > > length(cap) > > [1] 200 > > > summary(cap) > > Min. 1st Qu. Median Mean 3rd Qu. Max. > > 459.9 802.3 991.6 1066.0 1242.0 2382.0 > > I need to compute the sum of the values times their probability > of > > occurence. > > > > The graph is fine, > > den <- density(cap, from=min(cap), > > to=max(cap), give.Rkern=F) > > plot(den) > > > > However, how do I compute sum(values*probabilities)? The > > probabilities produced by the density function sum to only 26%: > > > sum(den$y) > > [1] 0.2611142 > > > > Would it perhaps be ok to simply do > > > sum(den$x*den$y) * (1/sum(den$y)) > > [1] 1073.22 > > ? > > > > Thank you, > > b. > > > > ______________________________________________ > > [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 > > > > > > > ------------------------------------------------------------------------------ > Notice: This e-mail message, together with any attachments, > contains information of Merck & Co., Inc. (One Merck Drive, > Whitehouse Station, New Jersey, USA 08889), and/or its affiliates > (which may be known outside the United States as Merck Frosst, > Merck Sharp & Dohme or MSD and in Japan, as Banyu) that may be > confidential, proprietary copyrighted and/or legally privileged. It > is intended solely for the use of the individual or entity named on > this message. If you are not the intended recipient, and have > received this message in error, please notify us immediately by > reply e-mail and then delete it from your system. > ------------------------------------------------------------------------------ > ______________________________________________ [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
