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2010 Dec 02
4
Integral of PDF
The integral of any probability density from -Inf to Inf should equal 1, correct? I don't understand last result below.
> integrate(function(x) dnorm(x, 0,1), -Inf, Inf)
1 with absolute error < 9.4e-05
> integrate(function(x) dnorm(x, 100,10), -Inf, Inf)
1 with absolute error < 0.00012
> integrate(function(x) dnorm(x, 500,50), -Inf, Inf)
8.410947e-11 with absolute error <