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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7
votes
1answer
924 views

Probability and distribution from actual data

Let's say I have some data from a real world system: ...
11
votes
2answers
800 views

Trying to fit an unknown extreme distribution

First up, I'm quite new to Mathematica so any hints on better code would be greatly appreciated. I have some histogram frequency data from an unknown distribution that I'm trying to fit. Here's the ...
3
votes
2answers
150 views

How to change type order in PearsonDistribution?

I need to estimate a Pearson distribution from a batch of tables tab: ...
11
votes
1answer
187 views

How does bandwidth selection work for low-variance dimensions with KernelMixtureDistribution?

I am puzzled because this toy example (in Mathematica 8) ...
2
votes
3answers
231 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 ...
16
votes
3answers
2k views

Standard errors for maximum likelihood estimates in FindDistributionParameters

I am trying to fit a non-standard PDF to data and FindDistributionParameters works great, and gives me the parameters of the distribution back using maximum ...
10
votes
2answers
328 views

What do the options of SmoothKernelDistribution do?

The function SmoothKernelDistribution has three options that are not described in too much detail in the Mathematica's help window. InterpolationPoints: What is ...