The probability-and-stats tag has no wiki summary.
19
votes
2answers
398 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 ...
11
votes
1answer
212 views
Just what kind of transformations can TransformedDistribution handle?
Why does the following command return an empty plot?
...
10
votes
0answers
594 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 ...
8
votes
3answers
460 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 ...
5
votes
1answer
159 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 ...
3
votes
1answer
114 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 ...
2
votes
2answers
90 views
Using an inequality to select elements from a list and then plotting the results
Okay, here is the information that I have.
...
2
votes
2answers
301 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 ...
2
votes
0answers
90 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 ...
1
vote
1answer
189 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 ...
1
vote
2answers
145 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 ...
0
votes
0answers
45 views
Generating partitions of a set [duplicate]
Is it possible to get Mathematica to generate all possible partitions of a set of objects?
(..or equivalently if it can be made to do the cumulant expansion or at least the Gaussian special case of ...
