[R] density estimation: compute sum(value * probability) for given distribution
bogdan romocea
br44114 at yahoo.com
Sat Nov 13 04:53:10 CET 2004
Dear R users,
This is a KDE beginner's question.
I have this distribution:
> length(cap)
[1] 200
> summary(cap)
Min. 1st Qu. Median Mean 3rd Qu. Max.
459.9 802.3 991.6 1066.0 1242.0 2382.0
I need to compute the sum of the values times their probability of
occurence.
The graph is fine,
den <- density(cap, from=min(cap),
to=max(cap), give.Rkern=F)
plot(den)
However, how do I compute sum(values*probabilities)? The
probabilities produced by the density function sum to only 26%:
> sum(den$y)
[1] 0.2611142
Would it perhaps be ok to simply do
> sum(den$x*den$y) * (1/sum(den$y))
[1] 1073.22
?
Thank you,
b.
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