Stefan Schreiber
2019-Mar-15 00:43 UTC
[R] density vs. mass for discrete probability functions
Dear R users, While experimenting with the dbinom() function and reading its documentation (?dbinom) it reads that "dbinom gives the density" but shouldn't it be called "mass" instead of "density"? I assume that it has something to do with keeping the function for "density" consistent across discrete and continuous probability functions - but I am not sure and was hoping someone could clarify? Furthermore the help file for dbinom() function references a link (http://www.herine.net/stat/software/dbinom.html) but it doesn't seem to land where it should. Maybe this could be updated? Thank you, Stefan
Spencer Graves
2019-Mar-15 12:04 UTC
[R] density vs. mass for discrete probability functions
On 2019-03-14 19:43, Stefan Schreiber wrote:> Dear R users, > > While experimenting with the dbinom() function and reading its > documentation (?dbinom) it reads that "dbinom gives the density" but > shouldn't it be called "mass" instead of "density"? I assume that it > has something to do with keeping the function for "density" consistent > across discrete and continuous probability functions - but I am not > sure and was hoping someone could clarify?????? The Wikipedia article on "Probability density function" gives the "Formal definition" that, "the density of [a random variable] with respect to a reference measure ... is the Radon?Nikodym derivative". ????? This sounds bazaar to people who haven't studied measure-theoretic probability, but it allows a unified treatment of continuous and discrete probabilities and to others that are combinations and neither.? The "reference measure" for a discrete probability distribution is the "counting measure", which supports the use of the word "density" in this context being equivalent to "mass".? For continuous distributions, the "reference measure" is routinely taken to be the "improper prior" that assigns measure 1 to any unit interval on the real line. ????? Does that make it clear as mud? ????? Spencer Graves https://en.wikipedia.org/wiki/Probability_density_function> > Furthermore the help file for dbinom() function references a link > (http://www.herine.net/stat/software/dbinom.html) but it doesn't seem > to land where it should. Maybe this could be updated? > > Thank you, > Stefan > > ______________________________________________ > R-help at r-project.org mailing list -- To UNSUBSCRIBE and more, see > 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.
peter dalgaard
2019-Mar-15 13:37 UTC
[R] density vs. mass for discrete probability functions
Mathematically, you can bring discrete and continuous distributions on a common footing by defining probability functions as densities wrt. counting measure. You don't really need Radon-Nikodym derivatives to understand the idea, just the fact that sums can be interpreted as integrals wrt counting measure, hence sum_{x in A} f(x) and int_A f(x) dx are essentially the same concept. -pd> On 15 Mar 2019, at 01:43 , Stefan Schreiber <sschreib at ualberta.ca> wrote: > > Dear R users, > > While experimenting with the dbinom() function and reading its > documentation (?dbinom) it reads that "dbinom gives the density" but > shouldn't it be called "mass" instead of "density"? I assume that it > has something to do with keeping the function for "density" consistent > across discrete and continuous probability functions - but I am not > sure and was hoping someone could clarify? > > Furthermore the help file for dbinom() function references a link > (http://www.herine.net/stat/software/dbinom.html) but it doesn't seem > to land where it should. Maybe this could be updated? > > Thank you, > Stefan > > ______________________________________________ > R-help at r-project.org mailing list -- To UNSUBSCRIBE and more, see > 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.-- Peter Dalgaard, Professor, Center for Statistics, Copenhagen Business School Solbjerg Plads 3, 2000 Frederiksberg, Denmark Phone: (+45)38153501 Office: A 4.23 Email: pd.mes at cbs.dk Priv: PDalgd at gmail.com
Stefan Schreiber
2019-Mar-15 14:21 UTC
[R] density vs. mass for discrete probability functions
Thank you Peter and Spencer. That clears things up. Also since no one responded the second part of my question, I'm still wondering if it was noted that there is a hyperlink in the dbinom help file (?dbinom) that isn't directing correctly? Stefan On Fri, Mar 15, 2019, 07:37 peter dalgaard, <pdalgd at gmail.com> wrote:> Mathematically, you can bring discrete and continuous distributions on a > common footing by defining probability functions as densities wrt. counting > measure. You don't really need Radon-Nikodym derivatives to understand the > idea, just the fact that sums can be interpreted as integrals wrt counting > measure, hence sum_{x in A} f(x) and int_A f(x) dx are essentially the same > concept. > > -pd > > > On 15 Mar 2019, at 01:43 , Stefan Schreiber <sschreib at ualberta.ca> > wrote: > > > > Dear R users, > > > > While experimenting with the dbinom() function and reading its > > documentation (?dbinom) it reads that "dbinom gives the density" but > > shouldn't it be called "mass" instead of "density"? I assume that it > > has something to do with keeping the function for "density" consistent > > across discrete and continuous probability functions - but I am not > > sure and was hoping someone could clarify? > > > > Furthermore the help file for dbinom() function references a link > > (http://www.herine.net/stat/software/dbinom.html) but it doesn't seem > > to land where it should. Maybe this could be updated? > > > > Thank you, > > Stefan > > > > ______________________________________________ > > R-help at r-project.org mailing list -- To UNSUBSCRIBE and more, see > > 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. > > -- > Peter Dalgaard, Professor, > Center for Statistics, Copenhagen Business School > Solbjerg Plads 3, 2000 Frederiksberg, Denmark > Phone: (+45)38153501 > Office: A 4.23 > Email: pd.mes at cbs.dk Priv: PDalgd at gmail.com > > > > > > > > > >[[alternative HTML version deleted]]
Spencer Graves
2019-Mar-15 14:36 UTC
[R] density vs. mass for discrete probability functions
On 2019-03-15 08:37, peter dalgaard wrote:> Mathematically, you can bring discrete and continuous distributions on a common footing by defining probability functions as densities wrt. counting measure. You don't really need Radon-Nikodym derivatives to understand the idea, just the fact that sums can be interpreted as integrals wrt counting measure, hence sum_{x in A} f(x) and int_A f(x) dx are essentially the same concept.????? Correct.? That's for clearing up my "mud".? sg> -pd > >> On 15 Mar 2019, at 01:43 , Stefan Schreiber <sschreib at ualberta.ca> wrote: >> >> Dear R users, >> >> While experimenting with the dbinom() function and reading its >> documentation (?dbinom) it reads that "dbinom gives the density" but >> shouldn't it be called "mass" instead of "density"? I assume that it >> has something to do with keeping the function for "density" consistent >> across discrete and continuous probability functions - but I am not >> sure and was hoping someone could clarify? >> >> Furthermore the help file for dbinom() function references a link >> (http://www.herine.net/stat/software/dbinom.html) but it doesn't seem >> to land where it should. Maybe this could be updated? >> >> Thank you, >> Stefan >> >> ______________________________________________ >> R-help at r-project.org mailing list -- To UNSUBSCRIBE and more, see >> 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.
JLucke m@iii@g oii ri@@buii@io@edu
2019-Mar-15 20:39 UTC
[R] density vs. mass for discrete probability functions
Stefan--- Under the measure-theoretic approach to probability, discrete & continuous probability densities follow the same underlying mathematical principles. Check any text on measure-theoretic probability theory. ---JFL Stefan Schreiber <sschreib at ualberta.ca> Sent by: "R-help" <r-help-bounces at r-project.org> 03/14/2019 08:43 PM To r-help at r-project.org, cc Subject [R] density vs. mass for discrete probability functions Dear R users, While experimenting with the dbinom() function and reading its documentation (?dbinom) it reads that "dbinom gives the density" but shouldn't it be called "mass" instead of "density"? I assume that it has something to do with keeping the function for "density" consistent across discrete and continuous probability functions - but I am not sure and was hoping someone could clarify? Furthermore the help file for dbinom() function references a link (http://www.herine.net/stat/software/dbinom.html) but it doesn't seem to land where it should. Maybe this could be updated? Thank you, Stefan ______________________________________________ R-help at r-project.org mailing list -- To UNSUBSCRIBE and more, see 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. [[alternative HTML version deleted]]