概率密度函数不是概率，它求和会大于1，甚至于单个的值也会大于1。
如：
x=randn(20)/100;
[f,xi]=ksdensity(x(:));
>> [xi' f']
ans =
-0.04043 0.0034258
-0.039605 0.0071308
-0.038779 0.013911
-0.037954 0.025438
-0.037128 0.043652
-0.036303 0.070247
-0.035477 0.10615
-0.034652 0.15081
-0.033826 0.20215
-0.033001 0.25675
-0.032175 0.31059
-0.03135 0.36215
-0.030524 0.41313
-0.029699 0.47017
-0.028873 0.54456
-0.028048 0.65115
-0.027222 0.80361
-0.026397 1.0143
-0.025571 1.29
-0.024746 1.6339
-0.02392 2.0463
-0.023095 2.5261
-0.022269 3.0765
-0.021444 3.7071
-0.020618 4.4352
-0.019793 5.2807
-0.018967 6.2648
-0.018142 7.3979
-0.017316 8.6779
-0.016491 10.089
-0.015665 11.606
-0.01484 13.202
-0.014014 14.853
-0.013189 16.544
-0.012363 18.262
-0.011538 19.998
-0.010712 21.738
-0.0098869 23.459
-0.0090614 25.129
-0.0082359 26.715
-0.0074104 28.181
-0.0065849 29.501
-0.0057594 30.66
-0.0049339 31.661
-0.0041084 32.522
-0.0032829 33.271
-0.0024574 33.94
-0.0016319 34.553
-0.00080643 35.129
1.9064e-005 35.669
0.00084456 36.164
0.0016701 36.592
0.0024956 36.918
0.003321 37.097
0.0041465 37.08
0.004972 36.816
0.0057975 36.264
0.006623 35.395
0.0074485 34.198
0.008274 32.683
0.0090995 30.873
0.009925 28.811
0.010751 26.55
0.011576 24.156
0.012401 21.705
0.013227 19.279
0.014052 16.954
0.014878 14.798
0.015703 12.853
0.016529 11.139
0.017354 9.6479
0.01818 8.3543
0.019005 7.225
0.019831 6.2278
0.020656 5.3389
0.021482 4.545
0.022307 3.8415
0.023133 3.2286
0.023958 2.708
0.024784 2.2786
0.025609 1.9349
0.026435 1.6688
0.02726 1.4664
0.028086 1.3119
0.028911 1.187
0.029737 1.0744
0.030562 0.96175
0.031388 0.84102
0.032213 0.71198
0.033039 0.57921
0.033864 0.45042
0.03469 0.33352
0.035515 0.23432
0.036341 0.15592
0.037166 0.098122
0.037992 0.058277
0.038817 0.032698
0.039643 0.017284
0.040468 0.0086013
0.041294 0.0039524
>>
plot(f)
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