R help - Jul 2006 - yaxis in plot(density(...))

Dear R-users

Could you explain what is the unit of yaxis in plot(density(...))?

It says "density" but it is unclear to me what density is.

Thanks

Taka,

>>>>> "Taka" == Taka Matzmoto <sell_mirage_ne at
hotmail.com>
>>>>>     on Wed, 05 Jul 2006 00:19:13 -0500 writes:
    Taka> Dear R-users
    Taka> Could you explain what is the unit of yaxis in plot(density(...))?

    Taka> It says "density" but it is unclear to me what density
is.

This is really not a question about R, but about first-level
probability and statistics:

The unit of a density {estimated or not}  
    f(x)  is   1 / (unit of x),
since one of the major properties of a density is  \int f(x) dx == 1 
and the latter is ``dimension free'' (as others would say).

E.g. the  unit in  plot(density(faithful$eruptions))  is
      1 / min  aka  '[min ^{-1}]'  (min = minutes of eruption time)

Martin Maechler,  ETH Zurich