[SciPy-User] Question about gaussian_kde

josef.pktd@gmai... josef.pktd@gmai...
Mon Apr 12 12:48:01 CDT 2010


On Mon, Apr 12, 2010 at 12:00 PM, Jorge Scandaliaris
<jorgesmbox-ml@yahoo.es> wrote:
> Hi,
> I am using gaussian_kde mainly to visualize the distribution of some 2D
> measurements. It works ok but there's something I don't understand. When I
> evaluate the estimated pdf, the peaks have values larger than one. If I use
> integrate_box(), however, the results seem correct. How should I normalize the
> values obtained from evaluate? Dividing by the number of datapoints?

pdf is a density function on continuous support, there is no
requirement that it has any bounded value.
It only needs to integrate to one, and be non-negative

Only the pmf of discrete distributions is required to  have values
smaller than one.

Josef

>
> Thanks,
>
> Jorge
>
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