Questions about systematic data collection and organization, or the application of probability theory to model the inherent patterns and properties of sampled data, underlying data distribution(s) or random processes.

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0
votes
0answers
47 views

Product of Two Functions

I wrote a little messy conditional probability distribution. In the output, however, the numerator shows like p^2 (A) (B|A), rather than ...
7
votes
3answers
192 views

Deriving a PDF for an annulus distribution

I would like to derive the PDF for an ''annulus'' type distribution, defined by the parameters $\theta\sim U(0,2 \pi)$ and $d\sim N(0,\sigma)$; where $\theta$ is the angle round a circle of radius ...
0
votes
0answers
31 views

Compute the Breslow-Day statistic in Mathematica [on hold]

How would one compute the Breslow-Day statistic in Mathematica? Is it part of an existing package or can it be derived from one?
5
votes
1answer
40 views

KaryTree of Text .csv and Correlation

How can I make a KaryTree of this raw-data (raw-data at the end of the question): This is is data from a political survey in which I ask 5 questions with the following possible answers: Q1: 'Y'= ...
1
vote
0answers
27 views

How to calculate Probability of “Ranking”? [on hold]

I took a course with other 10 students. After the final exam, the professor reported statistical result of scores to us: 1. The range of score: 46~98; 2. The average score: 73.3; 3 The S.D of score: ...
1
vote
0answers
72 views

How to “INJECT” with holding Evaluation, specifically into a WhenEvent

I am importing a set of differential and stochastic equations from an external package, and want to use Mathematica to analyse this. I am struggling building the set of equations that I can use with ...
1
vote
2answers
48 views

MMA gives error when a different PDF expression is used for the same distribution

I have the following MMA code. Note that the function I declared at the very beginning is the PDF of square of a Nakagami Distributed random variable. With $m=1$ and $P=1$, $f(h)$ becomes Exponential ...
0
votes
1answer
48 views

How to find this probability with PDF from TransformedDistribution?

I need to find the expression for the following equation, where $m>0$ ...
0
votes
0answers
41 views

How to obtain the PDF of variable that is square of a Rician distributed variable? [on hold]

If a random variable $X$ is Rician distributed with PDF $f_X(x)$ where $$f_X(x)=\frac{2x}{\alpha}\text{exp}\left(\frac{-(x^2+v^2)}{\alpha}\right)I_0\left(\frac{2xv}{\alpha}\right)$$ Then what is ...
0
votes
0answers
38 views

Construct certain univariate functions over bounded interval having given set of moments [migrated]

We have a class of probability distributions (parameterized by $\alpha =\frac{1}{2},1,\frac{3}{2},2,\ldots$) over the interval $[-2^{-12} \cdot 3^{-3},2^{-16}]$ having as their $n$-th moments ...
-3
votes
0answers
36 views

Can we generate Balance Incomplete Block Design in Mathematica? [closed]

How we generate balance incomplete block design with V treatments, b blocks , r replications for n sample sizes in Mathematica?. or any other design factorial design, PBIB etc
-5
votes
1answer
32 views

What isprobability of not being dealt a 6 [closed]

What is the probability of not being dealt a 6 in a 52-card deck?
1
vote
0answers
70 views

Detecting the probability distribution in dataset [migrated]

I have a dataset in a CSV file which is a single column of positive integers. I would like to know which probability distribution it fits. The histogram is as follows. This is how I am trying. ...
7
votes
3answers
225 views

Simulation with two random walkers on a lattice with periodic boundaries

I am having some difficulties implementing a Monte Carlo simulation in order to compare the results to analytical calculations. The following code simulates a case with one random walker and a ...
3
votes
2answers
126 views

Finding mean of data sets with unequal length

I have two data sets on the form (x,y) of unequal length: ...
0
votes
1answer
63 views

How to generate samples from an arbitrary continuous pdf?

If I define an arbitrary pdf p[x_] for a arbitrary-dimensional continuous variable x, how can I use Mathematica to create a function that will return a set of n random samples of x with distribution ...
-1
votes
1answer
125 views

Periodic boundary conditions for two walkers

For some reason I'm getting infinite loops most of the time i run this. Perhaps the periodic boundary conditions are wrong. Seems like the probability of the two positions to be the same is extremely ...
6
votes
1answer
70 views

Bug (or missed opportunity) in MarginalDistribution?

Observe: dist = MultivariateHypergeometricDistribution[k, Range@5]; Tr@Range@5 MarginalDistribution[dist, {1}] MarginalDistribution[dist, {1, 2}] First@% 15 ...
7
votes
1answer
132 views

Vertexes possibility estimate in graph

I have graph which represents runner race events. Vertex means runner, edge means running event between runners, edge weight is how much more seconds runner won running race against opponent. (running ...
0
votes
1answer
45 views

Plot bivariate data with marginals using Graphics3D [duplicate]

I have some 2D data (a load of random walks) that I would like to show using a bivariate line plot with marginals attached (I would like the output to look similar to that in this question.) The ...
1
vote
1answer
39 views

Difference between two usages of TransformedDistribution

I am modeling the distribution of the sum of two dice throws as a TransformedDistribution ...
4
votes
1answer
98 views

PDF of product of two random variable with PDFs involving Dirac-delta function

I am trying to find the PDF of product of two random variables with the following distributions, ...
3
votes
2answers
136 views

Fast way to evaluate the PDF of a multivariable distribution

I'm trying to evaluate the PDF of a truncated multi-normal distribution. My distribution has 8 dimensions and each value must be ≥ 0. ...
-1
votes
1answer
80 views

Draw independent samples from conditional distribution at a fast rate

I would like to draw samples from the following conditional distribution of the following (don't ask why): ...
9
votes
2answers
119 views

Is there a package for Bayesian Linear Regression?

Is there a Mathematica package for Bayesian linear regression? Thanks
0
votes
0answers
21 views

Syntax Error with Expectation over Distribution

I am getting some errors when I try to execute the following code. Here, the expectation is taken over $g$ which has Nakagami Distribution. ...
6
votes
2answers
172 views

Probability of distance of two random points in the unit circle

Inspired by the problem solve this probability problem symbolically which I have already generalized there I'd like to ask here the same question for a unit circle. More precisely: given two randomly ...
0
votes
1answer
59 views

Solve for Joint Distribution Function

I wish to find a joint PDF $h(p,b) $or CDF $H(p,b)$, given the following expression: $(1-L) r \int _0^r\int _0^{\frac{p}{1-L}}h(p,b)dbdp- r L \int _0^r\int ...
13
votes
5answers
509 views

solve this probability problem symbolically

Consider a unit square, Pick two points P and Q uniformly at random inside the square, What is the probability that |PQ|>1? I tried solve this problem ...
10
votes
3answers
370 views

Radial distribution function

I have tried to rewrite my old IDL code to calculate the radial correlation function for a regular 2D crystal structure. The theory behind this function is given here: ...
1
vote
1answer
54 views

Distribution of max of partial sums of normal distributions

I was surprised not to find this question already answered: if I take the maximum of the partial sums of n normal distributions, what is the resulting ...
4
votes
1answer
86 views

Closed form probability random walk will hit k >=1 times in n steps

I'm using Mathematica to try to solve http://quant.stackexchange.com/questions/24970 and came across what seems like a simple question: if you take a standard random walk of ...
0
votes
1answer
43 views

Dependency of parameter to find maximum vanishes after simplification

EDIT: It turns out I just made a dumb mistake: Simplify[Exp[x^2]*2^n*Pi*D[maxdist[n,x]/n*(1+Erf[x/Sqrt[2]])^(2-n),x]] A portion of my "factor" is actually inside ...
0
votes
0answers
27 views

A bootstrap on the p-value of a simple linear model

My model: $y_t=\beta_1+\beta_2x_{2t}+\beta_3x_{3t}+u_t$, with $u_t\sim N(0,\sigma^2)$. My sample is of size 50. I'm trying to do a parametric bootstrap for the t-statistic of $\beta_3$, and I'm ...
1
vote
0answers
32 views

MedianDeviation upsets Dataset in 10.3.1

This seemingly innocent piece of code seems to choke the interpreter somewhere... ...
-2
votes
1answer
93 views

Computing least squares error [closed]

I have a mathematica subroutine setup that computes the least squares approximation as follows ...
5
votes
0answers
83 views

Ridge and lasso regression missing? [closed]

There is no implemented command to perform ridge or lasso regression? I couldn't find it in the documentation. Might be there are add-on packages I am not aware of.
0
votes
1answer
65 views

Statistics question! I am new here! And I am STUMPED on the Dice rolling question! [closed]

I am new here! I need some help! A regular dice has six faces, with numbers 1, 2, 3, 4, 5, and 6. A typical roll of a dice will land on one of the 6 faces, and the number that is displayed can be ...
1
vote
2answers
124 views

Speed up RandomVariate on a custom probability distribution

I have created a custom probability distribution: ...
0
votes
1answer
46 views

PDF for square of Rician random variable? [closed]

Let the random variable $X$ has Rician distribution (unit power in direct and scattered paths), whose PDF is given by ...
8
votes
4answers
183 views

Probability of a random point inside the intersection of two triangles

I hope I can explain this problem clearly. It has been bothering me for sometime and I do not know how to solve it even with Mathematica's help. Right isosceles triangle E (the large red triangle) ...
4
votes
1answer
74 views

Is it possible to user-define the percentages for lower/upper whisper/fence in BoxWhiskerChart of MMA? [duplicate]

BoxWhiskerChart draws a box-and-whisker summary of the distribution of the input data. I would like to show the 2nd, 25th, 50th (the median), 75th, and 98th percentages of the input data. Is ...
1
vote
0answers
95 views

Extracting signal from gaussian noise

I am trying to extract a signal, $X$, from a noisy source of data, $Z$: $Z = X + Y$ where I know that $Y\sim N(0,\sigma)$, and I know the standard deviation $\sigma$. I am starting with a surrogate ...
4
votes
2answers
115 views

Estimate parameters of a derived distribution

I would like to estimate the parameters of a derived distribution fSurvivalGompertzNoiseDist below. This distribution represents simulations from a probability ...
0
votes
2answers
52 views

Estimate parameters from distribution created with ProbabilityDistribution

I would like to estimate the parameters of the following distribution: ...
4
votes
3answers
87 views

FindDistributionParameters failing for a TransformedDistribution

I would like to estimate the parameters of a distribution that I obtain via TransformedDistribution: ...
1
vote
1answer
58 views

Efficient maximisation of log-likelihood

I would like to efficiently find the maximum $(\sigma,\lambda)$ for the log-likelihood of the derived distribution below. I only need $\sigma$ and $\lambda$ to one decimal place - so not very precise. ...
0
votes
1answer
42 views

How is the DistributionFitTest[data, dist] function actually using the dist parameter?

The first "Applications" example given for the DistributionFitTest of the Wolfram Language & System Documentation Center is: Analyze whether a dataset is drawn from a normal distribution: ...
6
votes
1answer
114 views

P-values differ in tests for normality between Mathematica and SAS

I am testing the following data for normality, in Mathematica and SAS: ...
1
vote
1answer
71 views

Plot Histogram and CDF on the Same Chart

I have this data and plotted the histogram and CDF: ...