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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2
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1answer
158 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
0answers
39 views

Why do EstimatedDistribution and DistributionFitTest work this way

I am fitting some time-series data to both a stable distribution and a normal distribution in order to assess the goodness of fit of each. Along the way I encountered the following confusing result. ...
2
votes
0answers
104 views

Partial convolution of random variables in random vectors

Suppose $(X_1,Y_1)$ is a bivariate random vector with a given distribution and let $X_2$ be a univariate random variable with the same distribution as $X_1$ but independent of $(X_1,Y_1)$. I want to ...
2
votes
0answers
523 views

Calculate variance of random walk?

How can I symbolically calculate the variance of the following random walk in Mathematica? Given several discrete random variables such that $p(Z_i=1-2k)=p$, where $k$ is a small real number, and ...
1
vote
1answer
188 views

Safe values of $\mu$ and $\sigma$ when randomly sampling from a Log-Normal Distribution?

I believe I'm obtaining overflow errors when randomly sampling from a log-normal distribution with the command: RandomVariate[LogNormalDistribution[μ, σ], 1] ...
1
vote
3answers
117 views

Plotting a frequency function

I have a list of numbers and I want to plot the fraction of numbers >= k against k which will naturally be a decreasing curve. How do I do that?
1
vote
1answer
272 views

How to reject or repulse some points in a 3D cloud of particles?

I'm having an issue with a 3D distribution of points. The distribution is really nicely looking in Mathematica, but it is used in an OpenGL astronomy program (Celestia) to generate a nebula, with ...
1
vote
1answer
103 views

Compute symbolic Expectation of a summation

I am required to computed following Expectations : $E[\displaystyle\sum\limits_{i=1}^N \frac{X_{i}}{N}] = \bar{x}_{0}$ & $E[\displaystyle(\sum\limits_{i=1}^N \frac{X_{i}}{N})^2] = ...
1
vote
1answer
83 views

Expressing a joint distribution for use in ContourPlot

I have $$X_1=T + W$$ $$X_2=2 T + 3 W$$ where $$W \sim N(3,5) \,\text{;}\,\, T \sim N(1,2)$$ and $$P(X=X_1)=P(X=X_2)=\tfrac{1}{2}$$ which I have awkwardly expressed as ...
1
vote
2answers
61 views

CDF of TransformedDistribution Not Returned And No Error Message Produced

I am unable to get Mathematica to return the CDF of a distribution produced by TransformedDistribution. It "executes" for 6 hours on my machine and then returns a blank plot. Could someone execute the ...
1
vote
1answer
105 views

Reflecting the Polya-Aeppli distribution

How would I go about reflecting the Polya-Aeppli distribution in Mathematica about a y-axis (switching left and right) while keeping the command. The distribution will not allow negative parameters ...
1
vote
1answer
107 views

Defining a function of a distribution

I have a discrete- time and space markov process that I want to evolve given an initial distribution. To that, I defined ...
1
vote
1answer
107 views

How to find best MLE using `FindDistributionParameters`

This question is an extension of this question, if we change the initial values ...
1
vote
1answer
255 views

Numerical integration involving Inverse Normal CDF

I'd like to evaluate the following numerical integration using Mathematica $$ \ \int_0^T\int_0^\infty xe^{-0.04 s}g(x,s) dxds\ $$ where g(x,s) is a Gaussian copula function with say, marginal ...
1
vote
0answers
24 views

Numerical CDF of sum of dependent lognormal variables

Let $\left\lbrace x_1,x_2 \right\rbrace $ be a general bi-variate dependent lognormal distribution, with means $[\mu_1,\mu_2]^T$ and covariance matrix $\Sigma = \begin{pmatrix} \sigma_1^2 & ...
1
vote
2answers
92 views

Assign a Distribution to a group of symbolic variable [closed]

I'm looking to compute this Expectation : "i" represent a individual and h(i) is value. I would like the compute the Expected value of his value times the mean of the groups. Everything is unknown ...
1
vote
0answers
199 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 ...
0
votes
2answers
170 views

Fraction of fibers that have failed

I have the following to set into mathematica. Assume a stress(sigma) applied on a specimen which has a number of fibers within it. All fibers that have a strength less than the applied stress should ...
0
votes
1answer
226 views

Trying to plot this probability

Can anyone help me plot this? log P(X >= x) = alpha logx x=0.001 + k(0.001) k= 0, ..., 100 I can't figure out the coding for this.. I've been trying this for a while, and can't seem to figure it ...
0
votes
1answer
72 views

Summing Multinormal Distributions

So, I'll explain the problem first. I have two populations that have values for two different channels (c1,c2). I've modeled these using MultinormalDistribution[]. I would like to add some noise to ...
0
votes
1answer
108 views

PDF for Gamma Distribution not what I expect

I have plotted the the PDF for a Gamma Distribution with various parameters (e.g. 3 and 5) using Manipulate: ...
0
votes
1answer
114 views

Understanding distribution chart

How to explain DistributionChart function in mathematica, For example: if I have ...
0
votes
1answer
707 views

Solving derivative of cumulative normal distribution log likelihood

I am a newbie and I'm trying to use Mathematica to obtain the symbolic Maximum Likelihood Estimation for a cumulative normal distribution. So far I have reached the step where I have the derivative of ...
0
votes
1answer
162 views

Better way to plot multiple discrete PDFs?

I often find myself trying to plot multiple PDFs for my courses. I find the default tools available to me are lacking and/or cumbersome. After readings some suggestions here, I have come up with the ...
0
votes
1answer
145 views

How to simulate with a user specified bivariate continuous probability distribution [duplicate]

I am very new to Mathematica set up and I have the following question: I have a bivariate probability distribution which is a little complicated and of the form: $$f(x,y)=(a_0+a_1+a_2)\frac{a_1 ...
0
votes
1answer
77 views

Fitting data to a Poisson distribution

I'm trying to fit a Poisson Distribution to data produced in a lab. I've successfully made a Histogram of the data, which looks like: However, when I try to fit the Poisson Distribution using: ...
0
votes
1answer
62 views

Pattern matching with PDF, Distributed and multivariate distributions

I have defined a function to compute the Shannon entropy of a probability distribution: ent[p_] := Expectation[-Log[PDF[p, x]], x \[Distributed] p] This works ...
0
votes
1answer
184 views

Solve Probability of Distribution

Why does this work: Solve[Probability[x <= t, x \[Distributed] NormalDistribution[]] == 0.95 ,t] But this doesn't: ...
0
votes
1answer
170 views

Fast integration of 2D distribution across lines parallel to y-axis

I'm struggling with a small data set and a slow calculation. I have hundreds of small 2D data arrays and need to integrate across several lines parallel to the y-axis. Let me start with the data ...
0
votes
0answers
36 views

Comparing NIntegrate with definite integration

I want to calculate without error a sum of double integrals with the following definitions for the functions within them: ...
0
votes
0answers
49 views

Computing integrals with differential operator

I've to compute this expression $$ \hat{H} = \frac{1}{4}g_2\int d^3R\int d^3r\ \bar{\Psi}(\vec{R}+\frac{\vec{r}}{2})\bar{\Psi}(\vec{R}-\frac{\vec{r}}{2})\left[ \delta(\vec{r})\nabla_{\vec{r}}^2 ...
0
votes
1answer
89 views

SplicedDistribution - different definition across Mathematica 9?

I am having troubles with my notebook. I succesfully defined Asymmetric Laplace Distribution at school using SplicedDistribution function, and Mathematica was able ...
0
votes
0answers
43 views

Using an Interpolating Function as a probability density function [duplicate]

I have seen a couple of similar questions but have not been able to figure out a solution for my particular problem. I have a probability density function of two variables ...
0
votes
1answer
453 views

PDF of binomial distribution and mixed binomial distribution

I want to plot the PDF of binomial distributed function and a mixed binomial distributed function, therefore I entered for the binomial distribution function the following: ...
0
votes
0answers
98 views

Binomial Distribution (binomial model inspired by Merton)

Binomial Distribution (binomial model inspired by Merton) Hi I want to do the following and I hope that anyone of you can help me out. In short, I have a portfolio consisting of 10 companies, ...
0
votes
0answers
365 views

Coefficient of determination (R squared) of EstimatedDistribution

I have estimated the distribution for a set of data as LogisticDistribution[3.5, 1.037]. How can I calculate and plot the coefficient of determination (R squared) ...
0
votes
0answers
165 views

Function not recognized by Mathematica?

I'm trying to do triple integration on a bivariate function where one of the upper integration limits is the variable of the outer-most integration. When I execute the following lines, Mathematica ...
0
votes
0answers
128 views

Plotting a mixture CDF with a truncated distribution in version 7

I'd like to plot the CDF of the following pdf in Mathematica 7: $$f(x)=0.1 g(x)+0.85 m(x)+0.05 h(x)$$ where $$ \begin{array}{ccl} g(x)&:&P(0)=1,\ P(x\neq 0)=0\\ ...
0
votes
0answers
173 views

Fitting a theoretical density function with log-return sample

I am working on a exercise to fit a theoretical density function,presented below, with log-return series of a stock. $\frac{1}{2}a e^{a(x-\mu)} \quad \text{if x } < \mu $ or $ ...
-1
votes
3answers
201 views

MixtureDistribution in Mathematica 7

Is it possible to use a mixture of several distributions in Mathematica 7.0? Consider for example the following code : ...
-1
votes
2answers
180 views

Fitting a beta distribution to a probability density curve

If I have a spectral data set showing measured energy on the y-axis and frequency on the x-axis, how would I go about fitting this to a beta distribution? For example, lets say I had the data for the ...
-4
votes
1answer
380 views

Distribution of random points in 3D space to simulate an Orion-like Nebula [closed]

I'm creating 3D nebulae models for Celestia, a free OpenGL astronomy software. The following question is in part related to another one I already asked on this forum (see this question, for which I ...
-4
votes
1answer
277 views

How to generate this fractal-like 3D distribution of points in Mma 7.0?

I would like to produce some 3D distributions of points using Mathematica 7.0, that look like the picture below : How could I do that ? What are your suggestions ? What Mma 7 codes could do a ...