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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0
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1answer
49 views

Error message when exporting plot as XLS file

I imported data from excel which has 300 data (which are change in CDS spread). I want to compute corresponding CDF for the data using kernel density estimation. I get the CDF plot but cannt get the ...
0
votes
1answer
108 views

kernel density estimation

I am trying to compute CDF of historical data ( weekly change in CDS spread) using kernel density estimation. The original data has 300 observation. I uploaded data from excel ...
3
votes
1answer
72 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 ...
2
votes
1answer
52 views

Documentation for the Bounded option of SmoothKernelDistribution

I have found the Bounded option useful in the SmoothKernelDistribution function, but I can't find any documentation for exactly ...
3
votes
1answer
113 views

How does Matematica compute the CDF of the binomial distribution?

I want to know, how Mathematica actually implements the cumulative distribution function of the binomial distribution. Which algorithm does Mathematica use to compute ...
2
votes
3answers
404 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 ...
5
votes
2answers
109 views

Dirichlet marginals - why does Mathematica not give the *Kth* marginal?

Observe: MarginalDistribution[DirichletDistribution[{a, b, c, d}], #] & /@ Range@4 {BetaDistribution[a, b + c + d], BetaDistribution[b, a + c + d], ...
1
vote
3answers
392 views

Random non-overlapping disks in a square

I've found a nice code snippet by @belisarius from this question, that I'll reproduce here for reference: ...
0
votes
1answer
60 views

How to get DistributionChart to show normalised densities?

I am having some issue getting DistributionChart to show bin widths as expected, or perhaps it is in my interpretation of the plots. I have four data sets, all of the same length, and plot them in ...
1
vote
2answers
108 views

TargetFunctions option in FindDistribution yields error

I have some data set that I am trying to find the maximums . I figured I could do this by fitting the many peaks of the dataset to Gaussian distributions and then finding the peaks of this data from ...
9
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1answer
262 views
1
vote
1answer
221 views

How can I draw a box with moving particles inside and a hole in one side? [closed]

The idea is to create a simulation for ideal gas motion in a container that have a hole and then find the speed distribution for the gas particles that leave the box through the hole. I have a ...
2
votes
1answer
185 views

Confusion with SplineFit (Angle calculation)

This question is continuation to this other one I am creating polymers (where each monomer is of equal length) using this method: ...
3
votes
2answers
126 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} \...
2
votes
1answer
115 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
2answers
131 views

How to simplify and evaluate Integral with lots of DiracDelta dists

I have a question about an Integrals which I can do by hand but I want to implement this Integral in Mathematica. Actually it is the definition of a 2 Particle Phase Space. The Expression is the ...
2
votes
1answer
218 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 ...
0
votes
1answer
212 views

Prime number The Ulam spiral [closed]

I want a simple method of visualizing the prime numbers that reveals the apparent tendency of certain quadratic polynomials to generate unusually large numbers of primes. I was able to display the ...
2
votes
1answer
81 views

Performance of a bootstrap - time of computation not linear with number of iterations

I'm doing a bootstrap based on this thread with the following code (file.txt here): ...
0
votes
1answer
105 views

Solve ${\rm BinomialDistribution}(x;\,n_1,\,p_1) = {\rm BinomialDistribution}(a-x;\,n_2,\,p_2)$ in terms of $x$ [closed]

I'm totally a novice with Wolfram software, so please forgive me if the question is nonsense. I want to solve the following equation in terms of $x$: $\quad \quad {\rm BinomialDistribution}(x;\,...
12
votes
4answers
335 views

Frequency of punctuation characters used in Mathematica languages

I would like to determine the computer language character frequency in Mathematica code. I want to remap my keyboard to the most used character such as [], {}, -, +. There are the frequency of ...
2
votes
2answers
124 views

FindDistributionParameters gives an error for a mixture of user defined sinh-arcsinh distributions

I have some data (1593 values). I first binned it using the Knuth rule and fitted a function that is a linear combination of two sinh-arcsinh functions. I then ...
4
votes
1answer
305 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 ...
2
votes
0answers
69 views

Marginal distribution with weight

Given a multi-variate distribution $P(\mathbf{x},\mathbf{y})$, I would like to obtain the marginal distribution $$P_m(\mathbf{x})=\sum\int_{\mathbf{y}}P(\mathbf{x},\mathbf{y})W(\mathbf{y})$$ In my ...
11
votes
2answers
689 views

Generating uniform random points over a binary image

So I recently read this excellent post about generating random points over arbitrary regions. I hope Wolfram eventually builds that functionality into Mathematica's Random functions. I want to do this ...
1
vote
1answer
76 views

Mean of inverse probability distribution does not agree with explicit integral

I tried to work with the inverse exponential distribution and encountered the following, which I think is an inconsistency in Mathematica (version 10.0.2): ...
5
votes
1answer
106 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 ...
2
votes
0answers
50 views

Custom graph distribution

I am working with random graphs a lot. It's quite easy to describe random graph using, adjacency matrix or just a list of edges. However I am thinking that I might benefit from describing random ...
-1
votes
1answer
326 views

How to generate normally distributed random number [closed]

I want to sample or return random number from a distribution which is normally distributed with mean of zero and standard deviation of 1. I am using RandomReal[NormalDistribution[0, 1]] I s this ...
2
votes
0answers
90 views

Optimization of custom probability distibutions?

Consider the two tests: Timing[Do[RandomVariate[NormalDistribution[0.5, 0.3]], {200}]] {0.001188, Null} ...
3
votes
1answer
61 views

Is this behavior of DistributionFitTest together with StableDistribution a bug?

I have been using DistributionFitTest to fit the following data: ...
4
votes
2answers
130 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: ...
6
votes
2answers
256 views

Nearest neighbor distribution

I need to construct nearest neighbor distribution for a given finite set of real numbers. I have no clue how this can be realized. Any suggestion would be very much appreciated.
1
vote
1answer
86 views

calculate variance of conditional sum of Normals

Let $\quad W \sim N(\mu_0, \sigma_0^2), \quad X_1 \sim N(\mu_1, \sigma_1^2), \quad X_2 \sim N(\mu_2, \sigma_2^2)$ denote independent random variables, and let $c$ denote a constant. I want to find ...
4
votes
2answers
190 views

Deriving a Rayleigh distribution

When I tried to find this Rayleigh distribution Mathematica couldn't come with an answer: ...
1
vote
1answer
100 views

Accumulating elements of lists taking the criteria out of another list

In order to find the critical values for the significance of a discrete distribution, for example BinomialDistribution[20,0.6], i need a function which works on the ...
2
votes
1answer
106 views

Multivariate Exponential Distribution in Mathematica

Is there a way to define a multivariate exponential distribution based on independent univariate exponential distributions (Akin to multinormal distribution): ...
1
vote
2answers
140 views

Plot Bivariate Data with Marginals

I would like to plot bivariate data along with the marginal distributions. I've arranged the plots in a GraphicsGrid as below but the marginals are centered away from the bivariate plot and I wonder ...
1
vote
1answer
162 views

Generate a sample from a multivariate Cauchy distribution

I want to generate a random sample from a multivariate Cauchy distribution, however I couldn't find a function for the multivariate Cauchy in Mathematica. I know how to define a distribution in 1D and ...
6
votes
1answer
234 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 ...
9
votes
2answers
134 views

Why are Binormal and Multinormal giving me different results when I use NExpectation?

fixed in 10.1 (windows) Binormal and Multinormal can both be used to represent normal random variables: ...
2
votes
2answers
72 views

Cannot use the MultinormalDistribution code

I am trying to use the MultinormalDistribution code with the Quantile function to get the 0.01 quartile of the multinormal ...
1
vote
0answers
106 views

Extrapolation of area for a 2D integration

I have a set of points distributed almost uniformly in a certain area of a 2D plane as follow: An example of data points (orange) data = {{0.919443, 1.68921*10^-22}, {0.262277, 1.46747*10^-22},...
1
vote
1answer
102 views
0
votes
0answers
36 views

How to fix the PlotRange on LogPlot? [duplicate]

I'm plotting families of Boltzmann'esque distribution functions $\propto\exp\left(-{\dfrac{\varepsilon+{\mathcal O}(\varepsilon^2)}{k_\mathrm{B} T}}\right)$. But it won't let me fix the ...
2
votes
1answer
77 views

Why is RandomVariate of special probability distribution doesn't working in all cases

I would like to generate a random variates in Mathematica 9 with this distribution: ...
0
votes
1answer
60 views

Fit process parameters to a transformed AR(1) process

I would like to fit the parameters of an exponented AR(1) process using Mathematica's EstimatedProcess, however, the function does not seem to evaluate to anything. First of all I create the ...
1
vote
1answer
82 views

Cannot evaluate TransformedDistribution for vectorial sum

I'm trying to obtain the distribution of the magnitude (length) of the vectorial sum of two vectors under a random (uniformly distributed) angle $\phi$. The sum is $\sqrt{x^2+y^2+2xy\cos(\phi)}$, ...
1
vote
0answers
62 views

Fit a custom process to a data: inhomogeneous 2-state Markov chain

I would like to fit a custom process - a time inhomogeneous 2-state Markov chain, to data. The time inhomogeneity is a result of the transition probabilities varying sinusoidally through time with a ...