# Tagged Questions

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2answers
843 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 ...
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 ...
1answer
343 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 ...
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 ...
1answer
355 views

### Just what kind of transformations can TransformedDistribution handle?

Why does the following command return an empty plot? ...
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 ...
1answer
171 views

### Finding skewness and kurtosis numerically in Mathematica

I have a function given by ...
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 ...
2answers
268 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 ...
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 ...
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 ...
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 ...
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 ...
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 ...
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 ...
1answer
248 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: ...
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 ...
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 ...
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 ...
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 ...
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 ...
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 ...
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: ...
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 ...
2answers
139 views

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

Okay, here is the information that I have. ...
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"}]
2answers
151 views

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 ...
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 ...
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 ...
3answers
41 views

### Generating multiple tables dependent on random variable in loop

I have the following code: ...
1answer
37 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 ...