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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3
votes
2answers
345 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 ...
12
votes
2answers
2k views

Finding distribution parameters of a gaussian mixture distribution

Short version: how to estimate the parameters of a mixture of multivariate normal distributions (i.e.: Gaussian mixture model)? Long version. I am trying to estimate the parameters of a mixture of ...
6
votes
1answer
405 views

Fix end point in smooth kernel distribution density

I am using some extreme value fitting method which results in a parametric distribution for values exceeding some threshold, all values $\geq 0$. For smaller values I'd like to use a smooth kernel ...
0
votes
1answer
262 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 ...
15
votes
3answers
4k views

How to generate a RandomVariate of a custom distribution?

I'm trying to generate a pseudorandom variate out of a custom distribution. Suppose I want define a custom distribution, and for the sake of simplicity I define a Poisson distribution (the ...
16
votes
2answers
968 views

How to compute the inverse CDF of HyperbolicDistribution properly?

Fixed in version 9. I want to compute the CDF and inverse CDF of the hyperbolic distribution: ...
5
votes
2answers
552 views

How to fit one distribution to another?

I have a custom distribution created to model some experimental observations. While too complicated to include in this question, I can provide an example and some illustrations to convey a sense of ...
16
votes
2answers
1k views

Obtaining joint distributions and conditional distributions using Mathematica

I have two multivariate Gaussian distributions $p(x)$ and $p(z)$ with mean vectors $m_x$ and $m_z$, and covariance matrices $\Sigma_x$ and $\Sigma_z$. my model is a simple linear model $x = W z+n$ ...
10
votes
1answer
1k views

Probability and distribution from actual data

Let's say I have some data from a real world system: ...
11
votes
2answers
1k 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
159 views

How to change type order in PearsonDistribution?

I need to estimate a Pearson distribution from a batch of tables tab: ...
11
votes
1answer
205 views
2
votes
3answers
268 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 ...
24
votes
3answers
3k 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
426 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 ...
30
votes
1answer
2k views

RandomVariate from 2-dimensional probability distribution

A probability distribution can be created in Mathematica (I am using 8.0.1) with e.g. ...