[SciPy-User] scipy.stats.uniform gives strange behavior (error?)

[Pauli Virtanen]

Tue, 03 Aug 2010 21:35:42 +0200, nicky van foreest wrote:
> It seems that the sum over the density of the uniform distribution does
> not always produces 1 (after proper division). Here is the code:
[clip]
> rv = uniform(loc=1., scale = 0.1)
> f =  rv.pdf(arange(delta, len(grid)*delta,delta))*delta   # 1 print 

It's a continuous distribution, and the *integral* over the PDF should 
give 1, and it indeed does:

>>> from scipy.integrate import quad
>>> quad(rv.pdf, 0, 2)
(0.99999999999999989, 1.1102230246251563e-15)

If you approximate the integral with a sum, as you did above, be prepared 
to get finite integration error.

-- 
Pauli Virtanen