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8
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1answer
167 views
3
votes
2answers
75 views

Efficient Sampling of A (Countable) Discrete Distribution

I have a sequence of positive terms $(a_n)$, for which $\sum_{n=1}^\infty a_n = A <\infty$, and wish to take a psuedo-random sample from the discrete probability distribution \begin{equation} ...
1
vote
1answer
49 views

FindDistributionParameters and Test Options

This is very much related to my earlier post FindDistributionParameters and Hypothesis Testing. However, I did not get a satisfactory anaswer and it keeps bugging me. I am trying to get help this time ...
1
vote
0answers
13 views

Which Goodness of Fit Test to use when [migrated]

I would like to know which goodness-of-fit test I should use and when. My choices are Anderson-Darling, Kolmogorov-Smirnov, Kuiper, Pearson $\chi^2$, and Watson $U^2$, and Cramer von Mises. My data ...
0
votes
1answer
42 views

Loop and list all p-values (percentage and not histogram)

I have the following Mathematica code (see below). It currently provides a histogram as the solution. Instead of a histogram I want to count the number of times the p-value calculated surpasses a ...
0
votes
3answers
41 views
0
votes
1answer
97 views

Quantile-quantile plot [closed]

Am I right that this code: QuantilePlot[data, NormalDistribution[Mean[data], StandardDeviation[data]] will return QQ plot of the sample quantiles of our data ...
6
votes
2answers
264 views

Find fit of an experimental PDF

After quite some struggle, I managed to put up a code that is syntaxically correct. The goal is to find the parameters for a gamma distribution that best match experimental data. The data is a set of ...
2
votes
2answers
66 views

How to make such a $N(0,1)$ sketch for standard normal Z?

My attempt: Plot[PDF[NormalDistribution[], x], {x, -4, 4} , AxesLabel -> {None, "Z"}]
3
votes
1answer
245 views

How to draw confidence ellipse from a covariance matrix?

I am studying a two-dimensional dataset, whose mean vector and covariance matrix are the following: ...
0
votes
1answer
37 views

Import command gives different solution to equation than cut & paste

I would like to import values from a text file to run a notebook. The notebook works fine when I cut and paste in all the input values manually. Here is a working version. But when I import the same ...
4
votes
0answers
73 views

RandomVariate, MSE and Cramer-Rao bound calculation

I'm using the following code to plot the variance of a moment estimate of a parameter of Rice distribution and its' Cramer-Rao bound. First I generate $10^3$ vectors $\texttt{R}$ ($10^3$ elements ...
0
votes
1answer
37 views

Fit process parameters to a transformed AR(1) process

I would like to fit the parameters of an exponented AR(1) process using Mathematica's EstimatedProcess, however, the function does not seem to evaluate to anything. First of all I create the ...
0
votes
1answer
116 views

how to scale the plot of PDF (t-distribution)

The directions in my book say: "To sketch the t distribution in Figure 3.11, simply multiply the abscissa t value by the scale factor and plot this against the ordinate of t at that point." So ...
0
votes
1answer
74 views

Sketch Probability density function [closed]

My question is : Suppose that the PDF of a random variable X is as follows: \begin{equation*} f(x) = \begin{cases} ce^{-2x} & \text {$x > 0$}\\ 0 & \text {otherwise}\\ ...
1
vote
2answers
77 views

Maximum likelihood estimation based on frequency table

I have a frequency table of grades, I'm trying to estimate the distribution as a truncated normal distribution (a grade below 65 is a failing grade and doesn't count). Since I don't have the actual ...
0
votes
1answer
91 views

Periodic Gaussian Process's Covariance Matrix not Positive Definite

I'm trying to implement a periodic Gaussian Process: GP = Table[Exp[-.1 Sin[\[Pi] (x - y)]^2], {x, 0., 3, .1}, {y, 0., 3, .1}]; PositiveDefiniteMatrixQ[GP] ...
11
votes
1answer
192 views

Rapid density estimation and rendering of decision regions

I would like to create an interactive demonstration using Manipulate[] that illustrates a fundamental concept in pattern classification and machine learning. This ...
1
vote
3answers
195 views

Find 2 points in a normal distribution with these given properties

I would like to find a and b. How should I code this in Mathematica? What I did wrong? ...
2
votes
0answers
53 views

Help with Multivariate ProbabilityDistribution

I wish to obtain numbers from ...
1
vote
1answer
75 views

Find a probability with random variates from the same distribution

I'm trying to find Probability involving 3 random variates from the same distribution, but Mathematica does not seem to solve it. ...
0
votes
1answer
50 views

Central Limit Theorem - solve for a const, given probability

I hope this is not a very complicated question, but I have problems finding the answer. Quite often, I need to calculate something like this: $P(-a<\bar{x}<a) = p$, where $\bar{x}$ refers to the ...
2
votes
0answers
53 views

Parsing RLink RObject for aovlist and other object types

There are some slightly similar requests out there (e.g. Getting R textual output into Mathematica ) but I'm wondering if anyone has put together a more general purpose solution to parsing ...
2
votes
1answer
192 views

on Kolmogorov-Smirnov test

I found a problem to calculate Kolmogorov-Smirnov test statistic or p-value the data is ...
2
votes
0answers
108 views

Distance between vectors does not match distance between probability distribution [closed]

I have vectors that describe shapes. I am doing Euclidian distance between vectors to get the similar shapes and I get a good results of all classes. Theoretically, two similar shapes (shapes in a ...
4
votes
1answer
98 views

How to use Tandem Queueing Network Process?

Mathematica provides QueueingNetworkProcess and QueueingProcess. However, I can't seem to figure out how to create a tandem ...
0
votes
0answers
142 views

Latin Hypercube Sampling

I'm looking into Mathematica and I can't find if there is an instruction or a set of them that can perform the Latin Hypercube Sampling, given variable, their ...
3
votes
1answer
60 views

TransformedDistribution with respect to new variable

Given a custom pdf $f_x(x)$, I'm trying to find it's transformation $f_y(y)$ where $$y=x^2$$ and $$f_x(x)=30*x^2 (1 - x)^2, 0<x<1$$ I tried to using the following commands: ...
3
votes
1answer
144 views

How to use a custom CDF in a Kolmogorov-Smirnov test

How do I use a custom CDF that I defined for a Kolmogorov-Smirnov test. I have one input vector of data whose CDF I claim to have derived but want to check whether it agrees with my closed form ...
5
votes
1answer
93 views

How to use DegreeGraphDistribution with directed graphs?

DegreeGraphDistribution supports directed graphs because it has a DirectedEdges option. How can I specify the in-degree ...
0
votes
1answer
148 views

How to include constraints in `NMaximize`

I am trying to find maximum likelihood estimates of parameters for a fairly complicated multivariate distribution. The support of the distribution depends on its parameters so I need to include some ...
3
votes
1answer
164 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 ...
5
votes
3answers
823 views

Fast code to generate large random graph with fixed degree sequence

I'm trying to create a function so to generate large random graph with a fixed degree sequence $\{v_1,v_2,\dots,v_N\}$, where $N$ is the number of vertices in the graph. The Mathematica function that ...
2
votes
1answer
108 views

Determining sample size with no replacement for a given confidence and reliability when there are x failures observed during sampling?

I am trying to follow the procedure of a Sandia Labs report found here to determine the required sample size, for various population sizes, with no replacement for a given confidence and reliability. ...
3
votes
1answer
523 views

Categorical Distribution

Suppose I want to do calculations with a random variable $X$ that has a simple categorical distribution (a.k.a generalised Bernoulli distribution or discrete distribution). I was expecting to be able ...
0
votes
0answers
107 views

Probability Model

I have the following probability model: $(X_k|\text{ PastHistory}_{k-1}, \theta_0, \theta_1, \theta_2) \sim (\pi\cdot N(\theta_1+\theta_0\cdot X_{k-1},1)+(1-\pi)\cdot N(\theta_2+\theta_0\cdot ...
1
vote
1answer
255 views

Detecting a nonlinear edge in a 2D point pattern

Following an earlier post here, I have generated a point pattern on the unit square $[0,1]\otimes[0,1]$, which is described by a piecewise constant intensity function constructed so that (in ...
7
votes
3answers
835 views

How do I create a histogram with unequal bin widths?

I would like to create a histogram for human population by age, but the $2010$ census data I have available is for five uneven cohorts: ages $0$-$17$, $18$-$24$, $25$-$44$, $45$-$64$, and $65+$. My ...
0
votes
0answers
93 views

Compute (Co)Variance of Random Variable(s) Directly

Is there a direct command in Mathematica that computes the covariance between two random variables? Hence, instead of typing ...
2
votes
2answers
194 views

Time differences between code using user-defined probability distribution and code using built-in distribution

Why is the reponse time of of kernel significantly different when I use the first code rather than the second? Shouldn it not be the same? Is there any way that the response time can be made smaller ...
1
vote
1answer
54 views
0
votes
1answer
164 views

Convert probability example to a distribution

Consider a box which contains 30 balls. 10 red, 10 white and 10 blue balls. There will be picked 4 balls randomly, without putting the balls back to the experiment. My question is: How do I create a ...
2
votes
1answer
249 views

Compute Correlation between two binary variables

$X_1$ and $X_2$ are two binary stochastic variables with simultaneous probabilitydistribution: $$ \begin{matrix} &X_2=0&X_2=1\\ X_1=0&0.30&0.17\\ X_1=1&0.08&0.45 ...
2
votes
2answers
151 views

Conditioned Probability Task

I have this task with two questions I would like to compute in Mathematica. Suppose a pair of random variables $(X, Y)$ has a equal distribution on the following 7 points: $\begin{matrix} ...
13
votes
1answer
342 views

Randomness test suites that can be invoked from Mathematica

There are several test suites referenced at csrc.nist.gov designed to test a (pseudo-)random byte sequence for randomness, and discover possible skews, correlations, patterns, or other hidden ...
1
vote
1answer
251 views

Pseudo-code for rules of probability?

I am having a hard time in Stats understanding some basic rules of probability and set-theory, namely $P(A|B)$, $P(A\ \textrm{and}\ B)$ and $P(A\ \textrm{or}\ B)$ where $A$ and $B$ depend on each ...
3
votes
0answers
346 views

Is it possible to marginalize one or several parameters obtained from fitting procedure?

Statistical model analysis package has a few fitting functions. Their arguments are data points, fitting model and parameters in the fit. The result is a set of best values for parameters, which ...
5
votes
1answer
3k views

How do I display a histogram with normalized counts?

I have some data corresponding to real number distances: {200.04053, 200.232123, 156.3242,...}, and I would like to bin these values and display them as a histogram ...
20
votes
2answers
843 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 ...