Tagged Questions

The tag has no wiki summary.

170 views

Finding skewness and kurtosis numerically in Mathematica

I have a function given by ...
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 ...
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 ...
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 ...
41 views

Generating multiple tables dependent on random variable in loop

I have the following code: ...
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 ...
265 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 ...
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"}]
246 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: ...
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 ...
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 ...
38 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 ...
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 ...
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}\\ ...
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 ...
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] ...
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 ...
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? ...
77 views

...
53 views

Help with Multivariate ProbabilityDistribution

I wish to obtain numbers from ...
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. ...
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 ...
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 ...
192 views

on Kolmogorov-Smirnov test

I found a problem to calculate Kolmogorov-Smirnov test statistic or p-value the data is ...
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 ...
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 ...
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 ...
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: ...
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 ...
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 ...
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 ...
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 ...
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 ...
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. ...
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 ...
107 views

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 ...
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 ...
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 ...
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 ...