6
votes
1answer
96 views

Why am I getting wildly incorrect results from FirstPassageTimeDistribution with inexact transition matrix?

Working on some large systems using DiscreteMarkovProcess, I changed the transition matrix to machine precision vs using exact values, which sped things up handily. ...
18
votes
2answers
270 views

Negative probability?

I am trying to get the sum of the squares of seven random variables, all uniformly distributed. This is what I tried. ...
4
votes
4answers
132 views

How do I emulate DiscreteUniformDistribution in Mathematica?

How do I define a function from scratch that emulates DiscreteUniformDistribution? As shown below, attempting to use ...
4
votes
1answer
162 views

Expectation of CauchyDistribution

I've noticed this strange behavior and I'm wondering if it's a bug. I define a Cauchy distribution: c = CauchyDistribution[0, 1]; If I evaluate ...
13
votes
1answer
337 views

RandomVariate returns values outside the support of a PDF

Let $X$ be a random variable with pdf: dist = ProbabilityDistribution[1/(Abs[x]*Log[Abs[x]]^2), {x, -E^-2, E^-2}] Here are some pseudo-random drawings from it: ...
16
votes
2answers
760 views

How to compute the inverse CDF properly?

Note: this has been fixed in version 9. I want to compute the CDF and inverse CDF of the hyperbolic distribution: ...
12
votes
1answer
170 views

NExpectation behaves oddly with EmpiricalDistribution

Note: this is fixed in version 9. My question concerns the usage of NExpectation and Expectation and why I see the behavior I ...
8
votes
1answer
389 views

Random variables with transformed discrete distributions cannot be applied to Probability[] function?

I have two discrete uniform distributions over same support: Dx = DiscreteUniformDistribution[{-8, 8}]; Dy = DiscreteUniformDistribution[{-8, 8}]; I use ...