# Tagged Questions

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

3k views

### RandomVariate from 2-dimensional probability distribution

A probability distribution can be created in Mathematica (I am using 8.0.1) with e.g. ...
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 ...
6k 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 ...
2k views

### Visualization of Bivariate Distributions

I know it is perfectly possible to show the bivariate probability distributions in MMA. But my question is can we show each dimension of distribution in 2D dimension while we are showing the 3D plot? ...
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: ...
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### 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 ...
633 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 ...
1k views

### what is The Formula behind the Kolmogorov-Smirnov test statistics?

I calculate the Kolmogrov-samirnov test statistic for the following data: ...
167 views

### Estimating Parameters of a Custom Distribution

The problem is I can not get estimation of parameters of any custom probability distribution (distributions are not built in Mathematica), here is an example: First: I entered random numbers of ...
324 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: ...
130 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 ...
1k views

### Efficient Generation of Random Variates from a Copula Distribution

I have a 7-asset portfolio for which I want to simulate daily log-deltas using a Student T copula. The marginal distributions are all either Stable or TsallisQGaussian. Using NMaximize, I have ...
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### 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 $x = W z+n$ ...
358 views

### Inconsistent DistributionFitTest results?

In pondering this question, I used Mariana's function to generate the following data. ...
329 views

### How does LocationTest choose its “AutomaticTest”?

Is there a way of determining how LocationTest chooses its "AutomaticTest"? Sometimes it's clear from the ...
190 views

### Determining the dimension of a probability distribution

Functions like Mean and RandomVariate clearly infer the dimension of the distribution passed to them. One can also usually ...
1k views

### Graphical Plots of PDF and CDF

I have a joint density and distribution function that I want to plot in a meaningful way, (i.e., want to be able to see how the functions behaves as changes in x and y happen simultaneously. If ...
85 views

### Joint Distribution with a Constant

I would like to simulate from a joint distribution multiplied by a constant. e.g. 3*NormalDistribution[0,1]*NormalDistribution[1,1] I tried using something like ProductDistribution but that doesn't ...
354 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 ...
182 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: ...
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### Efficient maximisation of log-likelihood

I would like to efficiently find the maximum $(\sigma,\lambda)$ for the log-likelihood of the derived distribution below. I only need $\sigma$ and $\lambda$ to one decimal place - so not very precise. ...
300 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 ...
181 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 ...
3k views

### What is the best distribution for my histogram?

I defined a security bound for a random walk (cube with 15 lengh) and i have this code to obtain a sample of the random times at which the random walk crosses the boundary for the first time: ...
370 views