# Tagged Questions

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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### Key mapping an association applied to a distribution

I am attempting to import data from a database, group it according to a given identification parameter, get it's statistically relevant information, and then export it as a JSON object for ...
144 views

### How do I define a two point random variable?

How do I define a random variable $X$ such that $Pr[X=x_1]=p_1$ and $Pr[X=x_2]=p_2$ where the values $x_i$, $i=1,\,2$ are just symbols and the probabilities $p_i$, $i=1,\,2$ are symbolic expressions ...
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### How to get the numerical result of inverse CDF?

This is my code. And I want to solve the function which contains both Q and L. But Mathematica only gives me a result with "InverseCDF" function, but not a number? I'm not sure whether I use the code ...
241 views

### How to fit a Distribution to data that already looks like a distribution?

I have a set of data that is already ordered as a distribution. Here is a picture worth 999 words: I tried FindDistributionParameters, and ...
103 views

Observe: ...
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### Why does Expectation function compute, while explicit integration does not?

The code: Expectation[1 + 1/y, {y \[Distributed] ExponentialDistribution[1]}] outputs 1 - EulerGamma While, ...
46 views

### Using distribution of data instead of data in EstimatedDistribution

Because of huge amount of data, the data saved in their frequency. for example {1,1,1,1,1,1,2,2,1,2,2,1,1,2,1,2,1,3,24} saved as ...
90 views

### package for calculating exponent of power law distribution

There are some packages to fitting power law to empirical date in "R", "matlab", "python" Here with maximum likelihood method As it said here. Does it exist similar package in Mathematica?
116 views

### How to draw a certain PDF

Here Dist is the PDF. I need to draw it. Can someone suggest me a way to do it? ...
53 views

### TransformedDistribution using integration with parameter doesn't work

I would like to ask for kind help with a following problem using TransformedDistribution in Mathematica. First here is the beginning of the code, that works: ...
73 views

### Modeling Gaussian Distribution for 4 Variables

I have 4 random variables A,B,C,D, that all have the same variance $\sigma^2$, but they are independent of each other. What I am trying to find, or to at least approximate, is the standard deviation ...
79 views

### API for defining parametric probability distributions

Mathematica has a lot of machinery for working with predefined probability distributions. It is not clear how to make that machinery work with a new distribution. Suppose I want to define a brand new ...
204 views

### How to measure accuracy of prediction distribution?

I have been trying to come op with a way to test if my dataset follows a Poisson distribution. Normally one would use the DistributionFitTest function, but here is ...
192 views

92 views

### Using ListDeconvolve to find velocity distrbution

Consider a Distribution of Particles correspondent with the NormalDistribution: PDF[NormalDistribution[], x] The Particles also have a velocity distribution: <...
64 views

### InverseFourierTransform very slow

I determined a distribution dist = SmoothKernelDistribution[ListOfValues];. Then I determined the FT of the PDF, which is the ...
136 views

### Estimate parameters of a derived distribution

I would like to estimate the parameters of a derived distribution fSurvivalGompertzNoiseDist below. This distribution represents simulations from a probability ...
57 views

### Estimate parameters from distribution created with ProbabilityDistribution

I would like to estimate the parameters of the following distribution: ...
63 views

### generate “dynamic” random variables?

I have the following problem: I generated two random numbers ...
92 views

### FindDistributionParameters failing for a TransformedDistribution

I would like to estimate the parameters of a distribution that I obtain via TransformedDistribution: ...
64 views

### Efficient maximisation of log-likelihood

I would like to efficiently find the maximum $(\sigma,\lambda)$ for the log-likelihood of the derived distribution below. I only need $\sigma$ and $\lambda$ to one decimal place - so not very precise. ...
44 views

### Integrating Poisson distributions [closed]

I'm trying to do the following Integrate[Exp[-λ] λ^k/k!, {k, 0, ∞}] The answer should be 1 but Mathematica is unable to do it. Same story when I try the ...