For questions about distributions built-in in Mathematica, and functions that operate on them. Also includes questions about defining your own distributions.
2
votes
1answer
145 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 ...
1
vote
0answers
53 views
integral of inverse distribution function
Can Mathematica solve the following problem?
The parameter of interests is $\alpha$. Let $G(y)$ be the distribution function of $y$. (e.g. $G$ is a lognormal distribution function with given ...
0
votes
0answers
128 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
$ ...
