>> 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?