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Subject: Re: why mvnpdf give probablity larger than 1
Date: Fri, 10 Apr 2009 21:12:01 +0000 (UTC)
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"tennic tennic" <tennic@21cn.com> wrote in message <groba1$5se$1@fred.mathworks.com>...
> Greetings,
> 
> I get probablity larger than 1 when using mvnpdf.
> 
> what is the problem.
> Thanks
> 
> Jerry

  Jerry, remember that the 'pd' in mvnpdf stands for "probability density", not probability.  Density means probability per unit value of the random variable.  That can easily exceed 1.  What has to be true is that the integral of this density function taken with respect to this value must be exactly 1.

Roger Stafford