For questions about distributions built-in in Mathematica, and functions that operate on them. Also includes questions about defining your own distributions.

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1answer
51 views

Mean Preserving PDF Spreading

I have a histogram representing the PDF (probability density function) of an unknown discrete RV. The histogram is asymmetrical. Is there a known way in Mathematica to increase/decrease the variance ...
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0answers
22 views

population of dots with normal distribution of pitch [migrated]

I want to generate a plot that shows a rectangle populated with dots, where the dot-to-dot distance (pitch) distribution is a lognormal (or a gaussian). I want to be able to change the mean dot-to-dot ...
4
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2answers
156 views

When analytical and numerical methods do not agree - Case study with Maximum Likelihoods methods

Here is the probability distribution I am interested in: $$P(q)=C e^{4 n s q} q^{4 n \nu - 1} (1 - q)^{4 n \mu - 1}$$ , where $e$ is the constant of Euler and $C$ is constant so that the whole thing ...
2
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2answers
51 views

RandomVariate from Dirichlet into Multinomial Not Summing to 1

I have a draw from a Dirichlet distribution that I would like to use as input into a MultinomialDistribution. For instance: ...
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1answer
48 views

Plot 2 student T distributions with different center values

Plot 2 student T distributions with different center values µ, but same DOF. The center values,µ has to be 45 and 48, DOF shall be 9.
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2answers
250 views

How to plot an implicit value funtion

Previous question has been solved (Gap in a continuous plot). Here is a new related question. ...
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2answers
54 views

Random Variate from a transformed Distribution

I would like to simulate random variates from a transformed distribution of a joint distribution and a constant. i.e. ...
1
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1answer
54 views

Joint Distribution with a Constant

I would like to simulate from a joint distribution multiplied by a constant. e.g. 3*NormalDistribution[0,1]*NormalDistribution[1,1] I tried using something like ProductDistribution but that doesn't ...
1
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1answer
51 views

eigenvalues distribution

How does one plot eigenvalues distribution of a large matrix? I want to plot the distribution to show that the set of eigenvalues of the matrix of current interest is symmetric with respect to the ...
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2answers
192 views

Sampling phase space uniformly for a given energy

For example, for the 1D harmonic oscillator, the energy is given by: $$ E = \frac{1}{2 m} p^2 + \frac{m \omega^2}{2} x^2 $$ where x is position and p is the momentum. I would like to sample phase ...
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1answer
92 views

multivariate lognormal distribution in mathematica

Is the LogMultinormalDistribution function really the multivariate lognormal distribution? Because I get different results with the same parameters in ...
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0answers
38 views

Why is Plot3D applied to TransformedDistribution in 2 random variables so slow?

I am trying to plot 3D, the pdf of a TransformedDistribution made up of random variables. So I can see the pdf in 3D, similar to this answer here Visualizing a 2-dimensional PDF But it seems to take ...
0
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0answers
65 views

Creating a Distribution

Say I want to create a multivariate distribution that perhaps, as an example, looks something like this. f(x1,x2,x3)=f1(x1)*f2(x2)*f3(x3)InverseStandardNormal[F1(x1)]... Obviously the function I am ...
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1answer
53 views

Mixture coefficients and Parameter estimation for moving Normal distributions

I am searching for a way to do the following steps below. I am stumped and I have stumped a few profs too. Any help would be appreciated. I would like to import data from, say, excel or a .txt file ...
2
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1answer
101 views

How to get a more compact form of this probability calculation?

Inspired by the probability calculation here, I am trying to solve a little general one: $$\mathbb{P} (\sum_{i=1}^{m-1} A_i + \sum_{i=1}^{m} S_i < L < \sum_{i=1}^{m} A_i + \sum_{i=1}^{m+1} ...
2
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1answer
41 views

TransformedDistribution using n iid random variables

How do I create a TransformedDistribution that uses $n$ independent identically distributed (i.i.d.) random variables? For example, I can derive a chi-squared ...
4
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2answers
170 views

what is The Formula behind the Kolmogorov-Smirnov test statistics?

I calculate the Kolmogrov-samirnov test statistic for the following data: ...
0
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0answers
40 views

Using List/Histogram Data As A Weighted Function?

I have a list of data points that I would like to use as a weighted fucntion. The data represents the number of particles within a bin of a particle distribution. Ultimately I would like to multiply ...
5
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1answer
282 views

How to solve this probability symbolically or numerically?

I am trying to calculate the following probability $$\mathbb{P} \big(\sum_{i=1}^{m} (A_i + S_i) \le L < \sum_{i=1}^{m+1} (A_i + S_i) \big)$$ where, $$A_i \sim \exp(\lambda), \quad S_i \sim ...
1
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1answer
118 views

Country density plot of lines (highways)

I love solution from question (histogram as well as distrubution) http://mathematica.stackexchange.com/questions/31948/show-density-plot-on-us-map#=. But both cases are a bit more difficult in my ...
2
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1answer
127 views

on Kolmogorov-Smirnov test

I found a problem to calculate Kolmogorov-Smirnov test statistic or p-value the data is ...
1
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1answer
106 views

In there a way to derive the inverse value of CDF format MultinormalDistribution?

Is there a way to produce the inverse value of multinormal distribution function in CDF format with 0.05 significance level? I found the function called ...
2
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0answers
85 views

Distance between vectors does not match distance between probability distribution [closed]

I have vectors that describe shapes. I am doing Euclidian distance between vectors to get the similar shapes and I get a good results of all classes. Theoretically, two similar shapes (shapes in a ...
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0answers
44 views

How to perform a distribution fit test to censored data

With following code I will get an error: ...
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0answers
29 views

Dependent probabilities distributions?

What's the best way to model situations with dependencies--I pick a world state, then pick a distribution to draw samples from based on that state. Here's a concrete version: If I choose a 6-sided ...
2
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1answer
58 views

Statistical Analyzis of Observed Data (Queuing Process)

Basically I have a process that belongs to a certain state at any point of time. However, the time intervals are not fixed (in fact they are exponentially distributed). Essentially, the data points ...
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1answer
40 views

Understanding `TransformedDistribution` behavior on two similar lines of code

The two following lines of code does not give the same output. Mathematica manages to calculate the first one but fails to calculate the second one. ...
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0answers
19 views

FisherHypergeometricDistribution and WalleniusHypergeometricDistribution, how to specify boundary conditions

I'm trying to write a function that consists of a noncentral hypergeometric distribution. When I'm passing a set of parameters to the function, the following boundary problems occur: ...
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0answers
41 views

Why does integration of a radical times HeavisideTheta give a conditional expression?

If I want to compute an integral over x^p HeavisideTheta[y-x] where p is some fraction, I do not get the desired result, but ...
1
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1answer
108 views

Where can I find a good tutorial for stochastic modeling using Mathematica?

I am a newbie in Mathematica and I aim to use Mathematica mostly for stochastic modeling (to develop and analyze models in evolutionary biology). Note that I am not necessarily a great mathematician ...
1
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1answer
130 views

What is the PDF of a variable where a parameter is itself a random variable?

Question How do we analyze in Mathematica cases where a parameter in a Probability Density Function (PDF) varies according to another PDF? Consider the following example... Example The text below ...
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1answer
122 views

Uniform distribution on unit circle

I need a uniform distribution on the unit circle (x; y) : x^2 + y^2 <= 1 with the density f(x) = (2/Pi) Sqrt[1-x^2] ...
4
votes
2answers
117 views

Why doesn't FullSimplify simplify expressions with DiracDelta?

I want to simplify a complicated expression with some Dirac delta distributions, but FullSimplify does not do what I want. Specifically, I want ...
5
votes
2answers
137 views

Getting the Cumulative Distribution Function of f(x) from a dataset of x

I've a data set $\mathcal{X}$ which consists of randomly generated numbers. Let's say for example data = RandomVariate[ExponentialDistribution[1], 10^4]; My aim ...
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0answers
77 views

Manahalobis distance between two vectors

I want to calculate the Mahalanobis distance between two vectors that represent two points. For example: ...
0
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1answer
99 views

On plotting the Weibull distribution

First: How can I plot the Weibull distribution with parameters a = 2 and b = 3.5 on the range of ...
2
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1answer
102 views

Structure of KernelMixtureDistribution and SmoothKernelDistribution

I would like to know more about the structure behind the KernelMixtureDistribution and SmoothKernelDistribution in Mathematica. ...
1
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1answer
105 views

Estimating Confidence Interval Variance covariance matrix from weibull distribution

In The following Example 50 obs . I estimated distribution parameters (by point) but *i want to estimate parameters by confidence interval and calculate covariance matrix i need help * ...
2
votes
1answer
105 views

Choosing The Best Fitted Probability Distribution Model

The following Example 20 Obs and i used Goodness of fit test with Exponential distribution, another time with Weibull distribution and third time with Pareto distribution .All of them are significant ...
5
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1answer
265 views

Areas of Voronoi cells from image file

I have an binary image with non-point objects. Does anyone have any suggestions how to determine area of each Voronoi cell in Voronoi diagram (goal is area distribution)? Thank you in advance.
0
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1answer
77 views

Estimating Parameters of a Custom Distribution

The problem is I can not get estimation of parameters of any custom probability distribution (distributions are not built in Mathematica), here is an example: First: I entered random numbers of ...
3
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1answer
98 views

How to measure cross-covariance in mathematica

In matlab cross-covariance is given by [c,lags] = xcov(x,maxlags,'coeff'); How can I measure in Mathematica?
0
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1answer
66 views

Moment generating function for custom distribution [closed]

For some reason the following fails. I tried everything I could, and I don't know what else to try. ...
0
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1answer
37 views

Calculate deviation of sum of several equal normal distribution [closed]

I have a normal distribution with mean m and standard deviation d. How can I calculate what will be the deviation if I add N such distributions? As I understand, mean will be m*N. Will standard ...
6
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1answer
141 views

How can I create a Distribution from its probability density function?

I have a probability density function. Is there a mechanism to create a Distribution object from it, such that normal Mathematica commands that usually work on ...
3
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2answers
197 views

How to extract the probability density function from SmoothHistogram? [duplicate]

I have some data.I plot the histogram with SmoothHistogram in Mathematica. If the y-axis of the histogram is my p(x) function, I want to plot f(x)=(1/n)ln(p(x)) ...
3
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1answer
80 views

What ProcessEstimator Options can I use with FractionalBrownianMotionProcess

I can generate an fBm process: ...
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0answers
109 views

Is this the correct method in using bootstrapping to determine a lower confidence bound?

Quite often in industry, due to cost and schedule constraints, decisions must be made on small sample size data. I have 4 cycles-to-failure values resulting from running samples to failure in a ...