# Tagged Questions

For questions about distributions built-in in Mathematica, and functions that operate on them. Also includes questions about defining your own distributions.

232 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?
528 views

### How can I create a Distribution from its probability density function?

I have a probability density function. Is there a mechanism to create a Distribution object from it, such that normal Mathematica commands that usually work on ...
1k 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)) ...
104 views

### What ProcessEstimator Options can I use with FractionalBrownianMotionProcess

I can generate an fBm process: ...
218 views

### Is this the correct method in using bootstrapping to determine a lower confidence bound?

Quite often in industry, due to cost and schedule constraints, decisions must be made on small sample size data. I have 4 cycles-to-failure values resulting from running samples to failure in a ...
2k views

### How to generate random points in a region?

The Mathematica 10 documentation was updated for FindInstance adding support for regions. In my use case, I'm trying to sample points in a set of disks: ...
58 views

### Moments Ratio Plot using “ProbabilityDistribution”

I am trying to plot moments ratio plot with the following code: ...
160 views

### Parameter Estimation of a mixture of sums of Lognormals

Let $X$ be a random variable that is of a mixture distribution of two lognormals (with the same sigma), so $X \approx p\cdot \mathcal L (\mu_1, \sigma) + (1-p)\cdot \mathcal L (\mu_2,\sigma)$. Now ...
91 views

### Using ImplicitRegion to define an ellipse around Multinormal distribution for integration

I have both a 2D 'MultinormalDistribution', and also a single xy point, and I would like to be able to calculate the probability of this point (given the multinormal distribution) and also plot an ...
678 views

### Speed up adding Poisson noise to an image

I'm simulating some images corrupted with Poisson noise, but I'm encountering a few problems with performance. According to the documentation on ImageEffect, one ...
228 views

### FindDistributionParameters of a sum of a mixture distribution

I have this Mixture Distribution of two Normal Distributions: ...
320 views

### Developing easy code to apply Delta Method to generate prediction bands for custom distributions

I think that this is an interesting issue for all those who when to not only adjust one prediction function, but also to obtain the prediction bands to asses the graphical or tabular error I'm trying ...
185 views

### Confidence and prediction bands for custom nonlineal for CDF from ProbabilityDistribution

I have a CDF obtained with the code: ...
146 views

### Transforming a CopulaDistribution only works with the Product Copula

What I want to do: 1) Define a joint distribution function using CopulaDistribution 2) then transform it with TransformedDistribution 3) to get the new Culmulative Distribution Function (CDF). The ...
122 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. ...
821 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: <...
269 views

### Generic Matrices

A multivariate Gaussian distribution for $k$ dimensions looks like this: $$\frac{1}{\sqrt{(2\pi)^k|\mathbf \Sigma|}}\mathbf e^{ -\frac 1 2 \mathbf x^T \mathbf \Sigma^{-1}\mathbf x }$$ $\mathbf x$ ...
590 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 ...
52 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: ...
1k views

### Is there a free version of the Springer book “Mathematical Statistics with Mathematica”?

Is there a free version of the Springer book: $$\text{Mathematical Statistics with Mathematica}$$ by Rose and Smith ... available on the internet?
257 views

183 views

### Define customised distribution with discontinuous CDF

I have the following CDF: ...
51 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 ...
599 views

### How to randomly erode a 3D distribution of points with Mma 7.0?

Suppose we have a 3D distribution of points, like the spherical ball example below : ...
696 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 ...
610 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 ...
218 views

### Best way to represent a joint distribution

The motivation for this question is producing a distribution that produces the gender and age of an individual when the distribution of ages depends on gender. Suppose I want a distribution which, ...