>> x = [randn(30,1); 5+randn(30,1)]; >> [f,xi] = ksdensity(x); >> sum(f) ans = 5.5376 I ran the ksdensity function in MATLAB above. After getting the density values, I summed them up. I've got 5.5376, but I expected 1. What am I missing here? Is there any good introductory book that explains the mechanics of the kernel density estimation in line with the ksdensity function?
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Best Answer
it integrates to one, not sums to one.
trapz(xi, f) should return something close to 1.
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