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density vs. mass for discrete probability functions

7 messages · Stefan Schreiber, Peter Dalgaard, Spencer Graves +2 more

#
Dear R users,

While experimenting with the dbinom() function and reading its
documentation (?dbinom) it reads that "dbinom gives the density" but
shouldn't it be called "mass" instead of "density"? I assume that it
has something to do with keeping the function for "density" consistent
across discrete and continuous probability functions - but I am not
sure and was hoping someone could clarify?

Furthermore the help file for dbinom() function references a link
(http://www.herine.net/stat/software/dbinom.html) but it doesn't seem
to land where it should. Maybe this could be updated?

Thank you,
Stefan
#
On 2019-03-14 19:43, Stefan Schreiber wrote:
????? The Wikipedia article on "Probability density function" gives the 
"Formal definition" that, "the density of [a random variable] with 
respect to a reference measure ... is the Radon?Nikodym derivative".


 ????? This sounds bazaar to people who haven't studied 
measure-theoretic probability, but it allows a unified treatment of 
continuous and discrete probabilities and to others that are 
combinations and neither.? The "reference measure" for a discrete 
probability distribution is the "counting measure", which supports the 
use of the word "density" in this context being equivalent to "mass".? 
For continuous distributions, the "reference measure" is routinely taken 
to be the "improper prior" that assigns measure 1 to any unit interval 
on the real line.


 ????? Does that make it clear as mud?


 ????? Spencer Graves


https://en.wikipedia.org/wiki/Probability_density_function
#
Mathematically, you can bring discrete and continuous distributions on a common footing by defining probability functions as densities wrt. counting measure. You don't really need Radon-Nikodym derivatives to understand the idea, just the fact that sums can be interpreted as integrals wrt counting measure, hence sum_{x in A} f(x) and int_A f(x) dx are essentially the same concept.

-pd

  
    
#
Thank you Peter and Spencer. That clears things up. Also since no one
responded the second part of my question, I'm still wondering if it was
noted that there is a hyperlink in the dbinom help file (?dbinom) that
isn't directing correctly?

Stefan
On Fri, Mar 15, 2019, 07:37 peter dalgaard, <pdalgd at gmail.com> wrote:

            

  
  
#
On 2019-03-15 08:37, peter dalgaard wrote:
????? Correct.? That's for clearing up my "mud".? sg
#
Stefan---

Under the measure-theoretic approach to probability, discrete & continuous 
probability densities follow the same underlying mathematical principles.
Check any text on measure-theoretic probability theory.

---JFL





Stefan Schreiber <sschreib at ualberta.ca> 
Sent by: "R-help" <r-help-bounces at r-project.org>
03/14/2019 08:43 PM

To
r-help at r-project.org, 
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Subject
[R] density vs. mass for discrete probability functions






Dear R users,

While experimenting with the dbinom() function and reading its
documentation (?dbinom) it reads that "dbinom gives the density" but
shouldn't it be called "mass" instead of "density"? I assume that it
has something to do with keeping the function for "density" consistent
across discrete and continuous probability functions - but I am not
sure and was hoping someone could clarify?

Furthermore the help file for dbinom() function references a link
(http://www.herine.net/stat/software/dbinom.html) but it doesn't seem
to land where it should. Maybe this could be updated?

Thank you,
Stefan

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#
Hello,

Yes, there is even an old discussion on this on r-devel, dated August, 
10 2013.
See [1].


[1] 
https://r-project.markmail.org/search/?q=broken-link-in-docs-for-Binormial-functions#query:broken-link-in-docs-for-Binormial-functions+page:1+mid:rf6tbiokcdyai6el+state:results


Hope this helps,



Rui Barradas

?s 14:21 de 15/03/2019, Stefan Schreiber escreveu: