[R] returns from dnorm and dmvnorm

Charilaos Skiadas skiadas at hanover.edu
Mon Feb 26 21:36:38 CET 2007


On Feb 26, 2007, at 3:03 PM, A Hailu wrote:
> Hi All,
> Why would calls to dnorm and dmvnorm return values that are above  
> 1? For
> example,
>> dnorm(0.00003,mean=0, sd=0.1)
> [1] 3.989423

Because dnorm gives you the density function, whose integral is the  
distribution function, which is likely what you want. Try:

pnorm(0.00003,mean=0, sd=0.1)

> This is happening on two different installations of R that I have.
>
> Thank you.
>
> Hailu

Haris Skiadas
Department of Mathematics and Computer Science
Hanover College



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