Rajdeep Das wrote:
Hi,
I am trying to calculate probability density of normal inverse gaussian
distribution. I am using dnig function of fBasics package. However, I am
getting following result. The density at x = 0.003042866 is:
dnig(x= 0.003042866, alpha=5.184868, beta= 0.11841, delta= 0.06038513, mu=
-0.0003520626)
[1] 6.550251
I am not sure why it is 6.550251. Can anyone tell me why density is more than
1? Thank you for your time.
Without looking closer at the specific distribution: Why shouldn't it be
more than 1? The density at x=0.25 of a uniform(a=0, b=0.5) distribution
is 2 - hopefully.
Uwe Ligges
--Raj
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