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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1answer
91 views

How to simplify and evaluate Integral with lots of DiracDelta dists

I have a question about an Integrals which I can do by hand but I want to implement this Integral in Mathematica. Actually it is the definition of a 2 Particle Phase Space. The Expression is the ...
4
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0answers
94 views

Goodness of Fit of Copula Distribution

I am trying to find out goodness of fit of copula distribution, but Mathematica 10 gives me the same answer for each copula type. e.g ...
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57 views

How to define a bivariate skew normal distribution?

There is BinormalDistribution that handles easily bivariate normal distribution and its mixtures. There is also ...
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465 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 ...
2
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0answers
51 views

Detecting discontinuities in derivatives in images

Considering an grey-scale image as a function $z=f(x,y)$. (Specifically, I'm interested in $f=h*h*...*h$, where $h$ is the indicator function of a regular hexagon.) I am interested in finding places ...
2
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0answers
46 views

Marginal distribution with weight

Given a multi-variate distribution $P(\mathbf{x},\mathbf{y})$, I would like to obtain the marginal distribution $$P_m(\mathbf{x})=\sum\int_{\mathbf{y}}P(\mathbf{x},\mathbf{y})W(\mathbf{y})$$ In my ...
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0answers
38 views

Custom graph distribution

I am working with random graphs a lot. It's quite easy to describe random graph using, adjacency matrix or just a list of edges. However I am thinking that I might benefit from describing random ...
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0answers
98 views

Copula - Correlation or Covariance

Can someone explain to me why the CopulaDistribution function with a "Multinormal" kernal asks for the covariance matrix instead of the correlation matrix. Just by looking at the formula for copula, ...
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0answers
74 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. ...
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0answers
171 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 ...
2
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0answers
717 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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39 views

Mixture of a bivariate distribution defined as a copula

I define a bivariate distribution: ...
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0answers
93 views

Extrapolation of area for a 2D integration

I have a set of points distributed almost uniformly in a certain area of a 2D plane as follow: An example of data points (orange) data = {{0.919443, 1.68921*10^-22}, {0.262277, ...
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0answers
35 views

Fit a custom process to a data: inhomogeneous 2-state Markov chain

I would like to fit a custom process - a time inhomogeneous 2-state Markov chain, to data. The time inhomogeneity is a result of the transition probabilities varying sinusoidally through time with a ...
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0answers
90 views

Von Neumann's method to generate points uniformly distributed on a region of a n-sphere surface

I am trying to generate points uniformly distributed on a region of a single n-sphere surface (all angles in hyperspheric coordinates are between 0 and Pi/2). I decided to use von Neumann's method ...
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0answers
52 views

Why is Plot3D applied to TransformedDistribution in 2 random variables so slow?

I am trying to plot 3D, the pdf of a TransformedDistribution made up of random variables. So I can see the pdf in 3D, similar to this answer here Visualizing a 2-dimensional PDF But it seems to take ...
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0answers
103 views

Summing the probability distribution to 1 to convince myself

I have worked out a probability distribution and want to check its sum which is necessarily 1. First we write $$ r \triangleq \frac{(2 \lambda + \mu)^2}{2(\mu + \lambda)^2}, \quad s \triangleq ...
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0answers
36 views

FisherHypergeometricDistribution and WalleniusHypergeometricDistribution, how to specify boundary conditions

I'm trying to write a function that consists of a noncentral hypergeometric distribution. When I'm passing a set of parameters to the function, the following boundary problems occur: ...
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0answers
44 views

Why does integration of a radical times HeavisideTheta give a conditional expression?

If I want to compute an integral over x^p HeavisideTheta[y-x] where p is some fraction, I do not get the desired result, but ...
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0answers
126 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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0answers
147 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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0answers
56 views

Moments Ratio Plot using “ProbabilityDistribution”

I am trying to plot moments ratio plot with the following code: ...
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0answers
233 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 ...
0
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0answers
80 views

Nasty nested Integrals

I would like to solve following integrals by Mathematica ...
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0answers
49 views

Multinormal Distribution with an affine transformation

The affine property of Gaussians says: if $x \sim N_x(\mu_x, \Sigma_x)$, one can apply an affine transformation to $x$, $y = Ax + b$, which gives the distribution --> $y \sim N_y(A\mu_x+b, A\Sigma_x ...
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0answers
35 views

Simulating from CopulaDistribution

I am currently using CopulaDistribution and have been generating RandomVariates from this distribution. Say my code looks sort of like this (this is much simpler) ...
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0answers
77 views

Creating a Distribution

Say I want to create a multivariate distribution that perhaps, as an example, looks something like this. f(x1,x2,x3)=f1(x1)*f2(x2)*f3(x3)InverseStandardNormal[F1(x1)]... Obviously the function I am ...
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0answers
52 views

Using List/Histogram Data As A Weighted Function?

I have a list of data points that I would like to use as a weighted fucntion. The data represents the number of particles within a bin of a particle distribution. Ultimately I would like to multiply ...
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0answers
84 views

How to perform a distribution fit test to censored data

With following code I will get an error: ...
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0answers
42 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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0answers
74 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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0answers
152 views

Binomial Distribution (binomial model inspired by Merton)

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, whereas their asset values are driven by a common economic ...
0
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0answers
511 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) ...
0
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0answers
202 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 ...
0
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0answers
194 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\\ ...