I am calculating the probability density function of a system with a value of mean and variance of 2.12e-04 and 2.596e-08, respectively. The studied values where a vector between [0 1e-3].
The results that I have got with Matlab:
[0 705.7362 258.2455 139.5762 89.1093 62.4785 46.5355 36.1603 28.9943 23.8189 19.9486]
I studied that a PDF is lower than 1. Are those values wrong?
$1$ is not an upper bound for a pdf.
For example, uniform distribution over $[0,\frac12]$ attains value $2$.
$1$ is an upper bound for a probability which is obtained upon integrating the $pdf$, your domain is very small, hence we should expect them to have value beyond $1$.