ksdensity doesn't return a pdf which sums to 1 and has problems at the boundary

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Mic
Mic 2015-12-14
回答： dpb 2015-12-14
I'm using ksdensity (with optimal bw) to estimate a pdf, but when I sum up the single entries I get 0.49. Shouldn't the sum be 1? Also, it returns zeros at the boundaries. How to correct for the zeros? Thank you.

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dpb
dpb 2015-12-14
Not necessarily, no. It'll depend on the range of the underlying estimated pdf covered in the input range of the data as well as you need to normalize the summation to produce an integral. Try the optional 'cdf' function with ksdensity; there's an example in the doc.
As an illustration, consider the following --
>> sum(normpdf(-1:0.01:1))/100
ans =
0.6851
>> sum(normpdf(-2:0.01:2))/100
ans =
0.9550
>>

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