Dear R-list,

I have made a simple kernel density estimation by

x <- c(2,1,3,2,3,0,4,5,10,11,12,11,10)
kde <- density(x,n=100)

Now I would like to know the estimated probability that a
new observation falls into the interval 0<x<3.

How can I integrate over the corresponding interval?
In several R-packages for kernel density estimation I did
not found a corresponding function. I could apply
Simpson's Rule for integrating, but perhaps somebody
knows a better solution.

Thanks a lot for help!

Pedro

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