# Tagged Questions

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21 views

### Dice expirements and random variable? [migrated]

Suppose I define a random variable X such that it represents the sum on the dice thrown. Now there are two ways to do the experiment 1) I use 2 dice, note their individual Xi (R.V) and then find ...
79 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] ...
169 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 ...
60 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 ...
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### 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 ...
28 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 ...
93 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 ...
61 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}\\ ...
60 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 ...
176 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? ...
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### Help with Multivariate ProbabilityDistribution

I wish to obtain numbers from ...
64 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. ...
51 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 ...
46 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 ...
158 views

### on Kolmogorov-Smirnov test

I found a problem to calculate Kolmogorov-Smirnov test statistic or p-value the data is ...
99 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 ...
91 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 ...
107 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 ...
58 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: ...
102 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 ...
87 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 ...
132 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 ...
48 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 ...
154 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 ...
725 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 ...
99 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. ...
482 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 ...
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### 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 ...
232 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 ...
810 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 ...
308 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 ...
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 ...
3k 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 ...
136 views

### Using an inequality to select elements from a list and then plotting the results

Okay, here is the information that I have. ...
1k 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 ...
506 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 ...
382 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 ...