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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5
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1answer
107 views

Can I store a DataDistribution in a database?

I have a DataDistribution data = KernelMixtureDistribution[RandomVariate[NormalDistribution[], 10^5]] that takes a long time ...
5
votes
1answer
81 views

Second derivative of SmoothKernelDistribution PDF?

Does anyone know why I can't seem to get a second derivative of this interpolating function f? In this example, h[x] is zero ...
5
votes
1answer
167 views

SmoothHistogram with sharp boundary [duplicate]

When using SmoothHistogram (to plot probability distribution function), I noticed that the edge of the figure is automatically smoothed towards zero probability. ...
5
votes
1answer
132 views
4
votes
2answers
116 views

Iterating distributions

I want to calculate the distribution that comes from summing up random numbers between -0.5 and 0.5. A computationally intensive version of doing this is to simply do the following: ...
4
votes
3answers
852 views

Graphical Plots of PDF and CDF

I have a joint density and distribution function that I want to plot in a meaningful way, (i.e., want to be able to see how the functions behaves as changes in x and y happen simultaneously. If ...
4
votes
2answers
153 views

Deriving a Rayleigh distribution

When I tried to find this Rayleigh distribution Mathematica couldn't come with an answer: ...
4
votes
2answers
296 views

How to plot an implicit value funtion

Previous question has been solved (Gap in a continuous plot). Here is a new related question. ...
4
votes
1answer
120 views

How to transform an image into a probability density function?

I'd like to use the Metropolis algorithm to randomly generate points with density according to the brightness of an image. I just need to transform a binary image into a pdf function to use this ...
4
votes
2answers
244 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 ...
4
votes
2answers
228 views

Calculate PDF and CDF of a product of independent exponentially distributed random variables

Let x[1], x[2], ..., x[n] be independent random variables each of which is distributed exponentially, i.e. with the PDF ...
4
votes
2answers
86 views

Dependent probabilities distributions?

What's the best way to model situations with dependencies? What I mean is well-defined arrangements like: If I choose a 6-sided die with probability $p$ and a 20-sided one otherwise, and then roll ...
4
votes
1answer
100 views

Why doesn't NSolve work for this equality? Wildly incorrect solutions are given in certain cases

I am trying to write a function that solves for p in the following equation: PDF[BinomialDistribution[n, p], x] == op The ...
4
votes
1answer
177 views

Closed form for convolutions of random variables

Is it possible to get Mathematica (9) to calculate PDF's for combined distributions? I can't seem to find the right notation, if this is possible at all. My attempts: ...
4
votes
1answer
70 views

RandomVariate does not evaluate a Hyperbolic Distribution

Any Idea why I can't get a result from this expression: ...
4
votes
1answer
463 views

Using DistributionFitTest on custom distributions in Mathematica 8

I originally posted this question on Stack Overflow, but I didn't get any answers, and I'm hoping to have better luck here. I'm trying to compute the goodness-of-fit of a bi-modal Gaussian ...
4
votes
1answer
222 views

Heuristic Method to create low discrepancy sequences

Introduction I am now trying to program an algorithm to achieve an uniform distribution of points within a space of dimension n. I started working in 2D. The idea is to achieve an uniform ...
4
votes
1answer
85 views

How to get probabilities for multinomial & hypergeometric distribution ranges more quickly?

I often need to calculate the probability of a result from a multinomial distribution falling within some range, e.g., the maximum of the categories having an upper bound, or a lower bound for the ...
4
votes
2answers
173 views

Finding the characteristic function of a TransformedDistribution[]

I am trying to find the characteristic function of a sum of "named" distributions, though I am interested in how to use Mathematica to find the characteristic function of $$f(X_1,\ldots, X_n),$$ where ...
4
votes
2answers
169 views

NMaximize the Likelihood

I am still pretty new to Mathematica, but have to solve a quite complex problem. The function ...
4
votes
0answers
94 views

Goodness of Fit of Copula Distribution

I am trying to find out goodness of fit of copula distribution, but Mathematica 10 gives me the same answer for each copula type. e.g ...
4
votes
0answers
57 views

How to define a bivariate skew normal distribution?

There is BinormalDistribution that handles easily bivariate normal distribution and its mixtures. There is also ...
4
votes
0answers
463 views

When are `If`, `Piecewise`, `Switch`, and `Which` interchangeable and when are they not?

Experimenting with joint dependent distributions via the TransformedDistribution function, I used the following to derive a distribution where the second variate is ...
3
votes
3answers
150 views

How to Plot the PDF of Product of two Normals

I've been looking to plot the distribution of the product of two normally distributed variables, x and y, that are uncorrelated. I've tried symbolically calculating the PDF using the ...
3
votes
3answers
290 views

TransformedDistribution doesn't work

I'm trying to obtain a sum distribution of two discrete random variables. The function TransformedDistribution doesn't work for me in such case: ...
3
votes
2answers
86 views

Efficient Sampling of A (Countable) Discrete Distribution

I have a sequence of positive terms $(a_n)$, for which $\sum_{n=1}^\infty a_n = A <\infty$, and wish to take a psuedo-random sample from the discrete probability distribution \begin{equation} ...
3
votes
2answers
409 views

Multiple histograms grouped in a chart

I have this problem: I have three distributions and the relative histograms. But I would like to create an histogram in which the three columns of each single histogram for the same bin are put ...
3
votes
3answers
363 views

Colorize a 3D distribution of points according to density

Suppose we have some random 3D distribution of points. I'll use the spherical ball defined below as an example and a starting point for the discussion here : ...
3
votes
2answers
350 views

Colors associated to parts of a 3D distribution of points

Suppose we have a long list of random points (cartesian coordinates) in 3D space. coords := ...; Until now, I was associating colors in a radial way, from the ...
3
votes
1answer
55 views

Is this behavior of DistributionFitTest together with StableDistribution a bug?

I have been using DistributionFitTest to fit the following data: ...
3
votes
2answers
476 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
votes
1answer
547 views

Categorical Distribution

Suppose I want to do calculations with a random variable $X$ that has a simple categorical distribution (a.k.a generalised Bernoulli distribution or discrete distribution). I was expecting to be able ...
3
votes
2answers
351 views

Generating a range of numbers according to some rules

I'm pretty new to Mathematica, and I'm mainly a programmer so I don't have a lot of knowledge about maths. I want to generate a set of UNIQUE incremental numbers (series) according to the following ...
3
votes
1answer
145 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?
3
votes
1answer
169 views

Determining the dimension of a probability distribution

Functions like Mean and RandomVariate clearly infer the dimension of the distribution passed to them. One can also usually ...
3
votes
2answers
160 views

How to change type order in PearsonDistribution?

I need to estimate a Pearson distribution from a batch of tables tab: ...
3
votes
1answer
63 views

How should I iteratively refine a MixtureDistribution?

I am trying to find a stopping time for a randomized simulation such that say 95% of trials that will be successful will have already finished. I would like to do this by creating and then refining ...
3
votes
1answer
93 views

What ProcessEstimator Options can I use with FractionalBrownianMotionProcess

I can generate an fBm process: ...
3
votes
1answer
520 views

Radial Random Walk

I'm trying to generate a spherical distribution of radial random walk points in 3D space. The following code works, but the random walk lines aren't radial. Why ? Where is my mistake ? ...
3
votes
1answer
245 views

DistributionFitTest with WeightedData?

My problem is related to statistical testing with weighted data. I have a data sample and I assume that a part of the data follows a specific distribution (Pareto). So I fit my data to a distribution ...
3
votes
2answers
130 views

Estimate parameters of AR1 process

I am trying to estimate the parameters of a series $Z_t=W_t^\beta$, where W_t follows an AR1 process with mean 2, $\rho=0.9$ and $\sigma=0.1$: $W_t = \rho W_{t-1} + (1-\rho) \bar{W} + \epsilon_t$ ...
3
votes
1answer
206 views

Judging the quality of fitting an EventData object to a distribution using LogRankTest

I have $389$ data points defined in an EventData object and want to judge the quality of fit of this data to a fitted $3$-parameter Weibull distribution. This ...
2
votes
3answers
383 views

Covariance of transformed random variables

I am trying to solve the following: $\begin{align*} &X \sim N(1,1)\\ &\mathrm{cov}(X, X^3) = \text{?} \end{align*}$ where $\mathrm{cov}$ is the covariance. How would you do this in ...
2
votes
3answers
185 views

Fitting and plotting Weibull distribution

How can I find the best fitted 2-parameter Weibull's distribution (PDF) to describe my data? How can i plot my data and estimated distribution all in one graph? How can I show/compare results of ...
2
votes
3answers
270 views

How to Compute Aggregate Best and Worst Cases for a Large Number of Estimates?

I need to aggregate multiple estimations, but I haven't been able to find a built-in function in Mathematica that aggregates multiple probablity estimations (I am specially interested in estimations ...
2
votes
2answers
155 views

Can not generate graph using smooth kernel distribution

I am a newbie to Mathematica so this question might looks silly. I want to generate a smooth kernel distribution graph for this set of data. The data I uploaded has two columns, the first column is ...
2
votes
1answer
90 views

P-Values are inconsistent when using DistributionFitTest repeatedly

I am attempting to become more familiar with the DistributionFitTest, specifically the distributions it yields and their fittedness. What I have found is that when I generate random data, fit it, and ...
2
votes
1answer
117 views

Mathematica equivalent of `qnorm` or `invNorm`

In R and TI-89 you can do qnorm(prob, mu, sigma) or invNorm(prob, mu, sigma) to get a value of ...
2
votes
1answer
62 views

Plot a product of Beta distributions

I would like to plot the PDF of the product of a $Beta(1,1)$ and $Beta(3/2,1/2)$ random variables. I can use the following to calculate the PDF at a point $x$: ...
2
votes
2answers
75 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: ...