normpdf works for very small sigma values?
in [Matlab]
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From: Alex on 18 May 2010 06:25 Hello I am using the normpdf function to plot gaussian distributions for specific mean and std values. I have noticed that when sigma is small sigma<0.5 the normpdf returns values that are higher than 1 (which of course is not correct). Do you know what might be wrong? Best Regards Alex.
From: Bruno Luong on 18 May 2010 06:48 "Alex " <alaios(a)yahoo.com> wrote in message <hstpu4$k5h$1(a)fred.mathworks.com>... > Hello I am using the normpdf function to plot gaussian distributions for specific mean and std values. I have noticed that when sigma is small sigma<0.5 the normpdf returns values that are higher than 1 (which of course is not correct). > Why "of course is not correct"? The integral of pdf must be 1 but the value *can* of course get higher than 1. In fact the center value goes to infinity when sigma goes to zero. See the doc if you haven't sure about the formula. Bruno
From: Wayne King on 18 May 2010 06:52 "Alex " <alaios(a)yahoo.com> wrote in message <hstpu4$k5h$1(a)fred.mathworks.com>... > Hello I am using the normpdf function to plot gaussian distributions for specific mean and std values. I have noticed that when sigma is small sigma<0.5 the normpdf returns values that are higher than 1 (which of course is not correct). > > Do you know what might be wrong? > > Best Regards > Alex. Hi Alex, you should keep in mind that you are looking at a probability density function, not a probability mass function. There is no requirement that the values of a probability density function be less than or equal to one, only that the function integrates to one. Those are very different things. For example, consider a uniform random variable on the interval [0, 1/2]. The value of the pdf over that interval is 2. Note that the integral is equal to one. Wayne
From: Alex on 18 May 2010 07:20 "Bruno Luong" <b.luong(a)fogale.findmycountry> wrote in message <hstr94$gue$1(a)fred.mathworks.com>... > "Alex " <alaios(a)yahoo.com> wrote in message <hstpu4$k5h$1(a)fred.mathworks.com>... > > Hello I am using the normpdf function to plot gaussian distributions for specific mean and std values. I have noticed that when sigma is small sigma<0.5 the normpdf returns values that are higher than 1 (which of course is not correct). > > > > Why "of course is not correct"? The integral of pdf must be 1 but the value *can* of course get higher than 1. In fact the center value goes to infinity when sigma goes to zero. See the doc if you haven't sure about the formula. > > Bruno Thanks for your replies. I thought pdf was a way of finding out what is the percentage of rolling the number 2 in a (0,3) standard deviation? So far I was getting this reply by checking what was the y-value after finding where x-value (2 in this example) is. In that sense if normpdf returns number over 1 i could not translate this to the percentage or could I? Best Regards Thanks for the support
From: Torsten Hennig on 18 May 2010 03:27
> "Bruno Luong" <b.luong(a)fogale.findmycountry> wrote in > message <hstr94$gue$1(a)fred.mathworks.com>... > > "Alex " <alaios(a)yahoo.com> wrote in message > <hstpu4$k5h$1(a)fred.mathworks.com>... > > > Hello I am using the normpdf function to plot > gaussian distributions for specific mean and std > values. I have noticed that when sigma is small > sigma<0.5 the normpdf returns values that are higher > than 1 (which of course is not correct). > > > > > > > Why "of course is not correct"? The integral of pdf > must be 1 but the value *can* of course get higher > than 1. In fact the center value goes to infinity > when sigma goes to zero. See the doc if you haven't > sure about the formula. > > > > Bruno > > Thanks for your replies. I thought pdf was a way of > finding out what is the percentage of rolling the > number 2 in a (0,3) standard deviation? The percentage of rolling the number 2 with a fair six-sided die is 100/6. What exactly is the problem you are trying to solve with the normal distribution ? > So far I was > getting this reply by checking what was the y-value > after finding where x-value (2 in this example) is. > > In that sense if normpdf returns number over 1 i > could not translate this to the percentage or could > I? > > Best Regards > Thanks for the support Best wishes Torsten. |