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0answers
34 views

Help with Multivariate ProbabilityDistribution

I wish to obtain numbers from ...
1
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1answer
48 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
37 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
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0answers
33 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
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1answer
115 views

on Kolmogorov-Smirnov test

I found a problem to calculate Kolmogorov-Smirnov test statistic or p-value the data is ...
2
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0answers
81 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
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1answer
76 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
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0answers
80 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
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1answer
56 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
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1answer
63 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
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1answer
80 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
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1answer
118 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 ...
0
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0answers
42 views

Chi square: compare two different distribution

I try to compare two file with two different distribution of numbers. So i have random1.dat and random2.dat each one are vectors of more then 1000 rows. I saw from this question Doing a chi-square ...
3
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1answer
150 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
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3answers
574 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
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1answer
82 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
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1answer
383 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
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0answers
102 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
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1answer
240 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 ...
0
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0answers
46 views

Plotting TransformedDistributions of a Poly-Aeppli distribution [duplicate]

I do not know how to plot a TransformedDistribution of the named Polya-Aeppli distribution and do not know if the transformation can be handled after reading: Just ...
7
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3answers
645 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 ...
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0answers
73 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
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2answers
180 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 ...
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1answer
53 views
0
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1answer
144 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
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1answer
229 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
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2answers
140 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
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1answer
264 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
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1answer
215 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
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0answers
273 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 ...
4
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1answer
2k 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
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2answers
765 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 ...
2
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1answer
2k views

Filtering Lists in Mathematica [duplicate]

Possible Duplicate: Select/Delete with Sublist elements? I need help in filtering long lists of x,y coordinates.Lets use the following list as an ...
2
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2answers
131 views
3
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2answers
459 views

Total Variation Distance of probability matrix

How can I calculate the Total Variation Distance of a transition Matrix? is there any built in function? I've searched all documentation and haven;t found anything. ** More information: Let me try ...
5
votes
1answer
309 views

How do I get the critical value in statistical hypothesis testing?

What I am trying to do is to get the value of $\chi^2$ for given probability (let us say $\alpha$=0.01) and degrees of freedom (for example df=3). How do I get that? Inverse...Distribution functions ...
12
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1answer
1k views

Persistence length of a polymer chain

I'm trying to calculate the persistence length (Lp) of a polymer chain using Mathematica. The first and simplest method is to compare the EuclideanDistance between ...
1
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2answers
196 views

Expectation over a list with nested-mapped expressions

I need expected values of a list where the random variable to take expectations over should be an input into expressions defined earlier. I suspect Set[] and SetDelayed[] tripped me. (Or Map and ...
8
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3answers
929 views

Ηow to create an interpolated CDF from its samples?

I want to use a distribution I have only aggregate statistics on, namely its CDF sampled at certain points. I would like to keep it "nonparametric" (remain noncommittal on the parametric form), but I ...
12
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1answer
338 views

Just what kind of transformations can TransformedDistribution handle?

Why does the following command return an empty plot? ...