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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68 views
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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. ...
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125 views

Partial convolution of random variables in random vectors

Suppose $(X_1,Y_1)$ is a bivariate random vector with a given distribution and let $X_2$ be a univariate random variable with the same distribution as $X_1$ but independent of $(X_1,Y_1)$. I want to ...
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536 views

Calculate variance of random walk?

How can I symbolically calculate the variance of the following random walk in Mathematica? Given several discrete random variables such that $p(Z_i=1-2k)=p$, where $k$ is a small real number, and ...
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53 views

Manahalobis distance between two vectors

I want to calculate the Mahalanobis distance between two vectors that represent two points. For example: ...
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94 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 ...
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36 views

Truncated Distribution Parameter Search Produces Singular Jacobian Using FindRoot

I'm trying to find the 2 parameters of a truncated Weibull distribution using version 10 and FindRoot. I would like to truncate the distribution between t =0 and t = 3600 with the probability of ...
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43 views

Moments Ratio Plot using “ProbabilityDistribution”

I am trying to plot moments ratio plot with the following code: ...
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104 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 ...
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263 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 ...
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38 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: ...
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58 views

Computing integrals with differential operator

I've to compute this expression $$ \hat{H} = \frac{1}{4}g_2\int d^3R\int d^3r\ \bar{\Psi}(\vec{R}+\frac{\vec{r}}{2})\bar{\Psi}(\vec{R}-\frac{\vec{r}}{2})\left[ \delta(\vec{r})\nabla_{\vec{r}}^2 ...
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103 views

Binomial Distribution (binomial model inspired by Merton)

Binomial Distribution (binomial model inspired by Merton) Hi I want to do the following and I hope that anyone of you can help me out. In short, I have a portfolio consisting of 10 companies, ...
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377 views

Coefficient of determination (R squared) of EstimatedDistribution

I have estimated the distribution for a set of data as LogisticDistribution[3.5, 1.037]. How can I calculate and plot the coefficient of determination (R squared) ...
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173 views

Function not recognized by Mathematica?

I'm trying to do triple integration on a bivariate function where one of the upper integration limits is the variable of the outer-most integration. When I execute the following lines, Mathematica ...
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142 views

Plotting a mixture CDF with a truncated distribution in version 7

I'd like to plot the CDF of the following pdf in Mathematica 7: $$f(x)=0.1 g(x)+0.85 m(x)+0.05 h(x)$$ where $$ \begin{array}{ccl} g(x)&:&P(0)=1,\ P(x\neq 0)=0\\ ...
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177 views

Fitting a theoretical density function with log-return sample

I am working on a exercise to fit a theoretical density function,presented below, with log-return series of a stock. $\frac{1}{2}a e^{a(x-\mu)} \quad \text{if x } < \mu $ or $ ...