From: Gabor Grothendieck <ggrothendieck_at_myway.com>

Date: Fri 04 Mar 2005 - 13:11:46 EST

1.000978 with absolute error < 6.6e-05

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 Received on Fri Mar 04 13:22:34 2005

Date: Fri 04 Mar 2005 - 13:11:46 EST

Dan Bolser <dmb <at> mrc-dunn.cam.ac.uk> writes:

*:
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: If I integrate over the result of the density() funcion, is the result 1?

*:
**: For example
**:
**: x <- rnorm(1000)
**: plot(density(x))
**:
**: Does the area under the curve I see sum to 1?
**:
**: What I really want to know is if I can directly compare two particular
**: curves, generated like this
**:
**: x <- rnorm(1000)
**: plot(density(x))
**:
**: a.seq <- seq(min(x),max(x),0.01)
**: lines(a.seq,dnorm(x=a.seq,mean=mean(x),sd=sd(x)))
**:
**: I guess they are directly comparable if the area under density sums to
**: one.
**:
**: Is this correct?
*

We can integrate it to find out:

R> set.seed(1) R> z <- density(rnorm(10000)) R> f <- approxfun(z$x, z$y, yleft = 0, yright = 0) R> integrate(f, -Inf, Inf)

1.000978 with absolute error < 6.6e-05

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 Received on Fri Mar 04 13:22:34 2005

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