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8
votes
3answers
727 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 ...
3
votes
1answer
111 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 ...
12
votes
1answer
307 views

Just what kind of transformations can TransformedDistribution handle?

Why does the following command return an empty plot? ...
19
votes
2answers
600 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 ...
1
vote
1answer
196 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
296 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 ...
2
votes
0answers
183 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 ...
2
votes
1answer
968 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 ...