Raj has mixed up the concept of "density function" with "CDF" (Cumulative Distribution Function) - the former one doesn't need to be smaller than 1, while the latter one is certainly no greater than 1.
Yihui On Wed, Sep 10, 2008 at 3:55 PM, Uwe Ligges <[EMAIL PROTECTED]> wrote: > > > 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 >> -- Yihui Xie <[EMAIL PROTECTED]> Phone: +86-(0)10-82509086 Fax: +86-(0)10-82509086 Mobile: +86-15810805877 Homepage: http://www.yihui.name School of Statistics, Room 1037, Mingde Main Building, Renmin University of China, Beijing, 100872, China ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.