Density Greater than 1.

[cpeter9]

When I plot theoretical densities separated into different categories sometimes I get densities that reach to greater than 1 on the y-axis. Why is this?

I'm using EVIEWS 6.

[cpeter9]

The area under the curve sums to 1, but that doesn't necessarily mean that the peak won't be higher?

It seems this is the case according to this forum: http://talkstats.com/showthread.php?t=12929

How would that be interpreted, though in terms of relative frequency?

[EViews Glenn]

Frequencies, in the way that I believe you are thinking about them, are only defined over regions for continuous random variables. Thus, you need to think about probabilities associated with a region (e.g., from 0 to .25 for a uniform(0, 1)) instead of countable points.