density ranges for uniform law
On Tue, 8 Apr 2003, ZABALZA-MEZGHANI Isabelle wrote:
Hello, I would have some details and explanations about the results I get. In fact, I start with a uniform sample between -1 and 1, and then plot its density. My problem is that the density ranges are much more longer than I expected : samp <- runif(10000,-1,1) plot(density(samp)) Instead of varying between -1 and 1, the density varies between approximaly -1.5 and 1.5 Could someone explain me what is happening ? Maybe some arguments for density estimation need to be set ?
Try:
samp <- runif(10000,-1,1) range(samp)
[1] -0.9995812 0.9996801 (for this samp)
plot(density(samp), ylim=c(0,0.6)) abline(v=c(-1,1)) lines(density(samp, cut=0), col="green") lines(density(samp, from=-1, to=1), col="red")
So you can add arguments to density() - see help(density) - but they will not affect the fact that for the chosen bandwidth and kernel, the kernel will extend outside the data range. Does:
samp1 <- runif(10000,-1.5,1.5) plot(density(samp1, from=-1, to=1), ylim=c(0,0.6)) abline(v=c(-1,1))
"look" "better"? Roger
Waiting for an answer, Thanks in advance Isabelle. Isabelle Zabalza-Mezghani, PhD IFP - Research Reservoir Engineer
Roger Bivand Economic Geography Section, Department of Economics, Norwegian School of Economics and Business Administration, Breiviksveien 40, N-5045 Bergen, Norway. voice: +47 55 95 93 55; fax +47 55 95 93 93 e-mail: Roger.Bivand at nhh.no