density > 1?
On Mon, 2009-03-02 at 13:27 +0100, 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? Greetings, Johannes
Johannes, Well density is not like probability In histogram with density the area is equal de probability in you example set.seed(123) hist(rnorm(1000,sd=.1),freq=FALSE) The interval of -0.05 and 0 have density=4 but a probability of number in this interval is 4*.05=.2 the fact set.seed(123) hist(rnorm(1000,sd=.1),freq=FALSE)$density [1] 0.09999998 0.28000000 0.94000000 1.98000000 2.60000000 4.00000000 [7] 4.04000000 2.92000000 1.66000000 0.92000000 0.44000000 0.10000000 [13] 0.02000000 set.seed(123) sum(hist(rnorm(1000,sd=.1),freq=FALSE)$density) [1] 1 So the sum of probability is 1 but the sum of density 20
Bernardo Rangel Tura, M.D,MPH,Ph.D National Institute of Cardiology Brazil