[R] returns from dnorm and dmvnorm
Hi All, Why would calls to dnorm and dmvnorm return values that are above 1? For example, dnorm(0.3,mean=0, sd=0.1) [1] 3.989423 This is happening on two different installations of R that I have. Thank you. Hailu [[alternative HTML version deleted]] __ R-help@stat.math.ethz.ch 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.
Re: [R] returns from dnorm and dmvnorm
well, nobody said that the density must be smaller than 1, right? :-) it's just the value of the normal density function at the point you asked. you may try doing that by hand and, with the correct math, you'll get the same thing. b On Feb 26, 2007, at 3:03 PM, A Hailu wrote: Hi All, Why would calls to dnorm and dmvnorm return values that are above 1? For example, dnorm(0.3,mean=0, sd=0.1) [1] 3.989423 This is happening on two different installations of R that I have. Thank you. Hailu __ R-help@stat.math.ethz.ch 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.
Re: [R] returns from dnorm and dmvnorm
On Feb 26, 2007, at 3:03 PM, A Hailu wrote: Hi All, Why would calls to dnorm and dmvnorm return values that are above 1? For example, dnorm(0.3,mean=0, sd=0.1) [1] 3.989423 Because dnorm gives you the density function, whose integral is the distribution function, which is likely what you want. Try: pnorm(0.3,mean=0, sd=0.1) This is happening on two different installations of R that I have. Thank you. Hailu Haris Skiadas Department of Mathematics and Computer Science Hanover College __ R-help@stat.math.ethz.ch 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.
Re: [R] returns from dnorm and dmvnorm
I guarantee that it would also happen on all future versions of R. Why would you expect density to be smaller than 1? The only constraints on density are that (a) it is non-negative and (b) it integrates to one. The smaller the variance, the greater the density is around its center. Density can be made to become arbitrarily large by letting the variance gets close to zero, and in the limit you will obtain Dirac's delta function. Ravi. --- Ravi Varadhan, Ph.D. Assistant Professor, The Center on Aging and Health Division of Geriatric Medicine and Gerontology Johns Hopkins University Ph: (410) 502-2619 Fax: (410) 614-9625 Email: [EMAIL PROTECTED] Webpage: http://www.jhsph.edu/agingandhealth/People/Faculty/Varadhan.html -Original Message- From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED] On Behalf Of A Hailu Sent: Monday, February 26, 2007 3:04 PM To: r-help@stat.math.ethz.ch Subject: [R] returns from dnorm and dmvnorm Hi All, Why would calls to dnorm and dmvnorm return values that are above 1? For example, dnorm(0.3,mean=0, sd=0.1) [1] 3.989423 This is happening on two different installations of R that I have. Thank you. Hailu [[alternative HTML version deleted]] __ R-help@stat.math.ethz.ch 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. __ R-help@stat.math.ethz.ch 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.
Re: [R] returns from dnorm and dmvnorm
Yes, you are right. Thanks. On 2/27/07, Benilton Carvalho [EMAIL PROTECTED] wrote: well, nobody said that the density must be smaller than 1, right? :-) it's just the value of the normal density function at the point you asked. you may try doing that by hand and, with the correct math, you'll get the same thing. b On Feb 26, 2007, at 3:03 PM, A Hailu wrote: Hi All, Why would calls to dnorm and dmvnorm return values that are above 1? For example, dnorm(0.3,mean=0, sd=0.1) [1] 3.989423 This is happening on two different installations of R that I have. Thank you. Hailu [[alternative HTML version deleted]] __ R-help@stat.math.ethz.ch 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.
Re: [R] returns from dnorm and dmvnorm
Thanks everyone. I should have thought of dnorm as a straing return from the normal density formula. Hailu On 2/27/07, Charilaos Skiadas [EMAIL PROTECTED] wrote: On Feb 26, 2007, at 3:03 PM, A Hailu wrote: Hi All, Why would calls to dnorm and dmvnorm return values that are above 1? For example, dnorm(0.3,mean=0, sd=0.1) [1] 3.989423 Because dnorm gives you the density function, whose integral is the distribution function, which is likely what you want. Try: pnorm(0.3,mean=0, sd=0.1) This is happening on two different installations of R that I have. Thank you. Hailu Haris Skiadas Department of Mathematics and Computer Science Hanover College [[alternative HTML version deleted]] __ R-help@stat.math.ethz.ch 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.
