The tag has no wiki summary.

learn more… | top users | synonyms

20
votes
2answers
846 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 ...
14
votes
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 ...
13
votes
1answer
344 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 ...
12
votes
1answer
193 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 ...
12
votes
1answer
355 views

Just what kind of transformations can TransformedDistribution handle?

Why does the following command return an empty plot? ...
8
votes
3answers
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 ...
8
votes
1answer
171 views
7
votes
3answers
836 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 ...
6
votes
2answers
270 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 ...
5
votes
1answer
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 ...
5
votes
1answer
436 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 ...
5
votes
3answers
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 ...
5
votes
1answer
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 ...
4
votes
1answer
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 ...
4
votes
0answers
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 ...
3
votes
1answer
251 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: ...
3
votes
2answers
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 \begin{equation} ...
3
votes
1answer
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 ...
3
votes
1answer
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 ...
3
votes
1answer
145 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 ...
3
votes
1answer
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 ...
3
votes
2answers
528 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 ...
3
votes
1answer
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: ...
3
votes
0answers
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 ...
2
votes
2answers
139 views
2
votes
2answers
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"}]
2
votes
2answers
151 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} ...
2
votes
1answer
249 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
votes
2answers
194 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 ...
2
votes
1answer
192 views

on Kolmogorov-Smirnov test

I found a problem to calculate Kolmogorov-Smirnov test statistic or p-value the data is ...
2
votes
1answer
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. ...
2
votes
0answers
53 views

Help with Multivariate ProbabilityDistribution

I wish to obtain numbers from ...
2
votes
0answers
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 ...
2
votes
0answers
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 ...
1
vote
1answer
255 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 ...
1
vote
3answers
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? ...
1
vote
1answer
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 ...
1
vote
2answers
78 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 ...
1
vote
1answer
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 ...
1
vote
2answers
199 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 ...
1
vote
1answer
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. ...
1
vote
1answer
54 views
0
votes
1answer
164 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 ...
0
votes
1answer
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 ...
0
votes
1answer
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 ...
0
votes
1answer
98 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 ...
0
votes
1answer
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 ...
0
votes
3answers
41 views
0
votes
1answer
38 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 ...