# Tagged Questions

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.

55 views

### Does Mathematica have built-in support for multivariate regression?

I know that LinearModelFit can generate a model of a single response variable as a function of a set in input variables. Does Mathematica provide support for ...
33 views

### Training Hidden Markov Models using Mathematica

I have created a Hidden Markov Process with an initial probability vector, emission and transmission matrices. ...
144 views

### How do I define a two point random variable?

How do I define a random variable $X$ such that $Pr[X=x_1]=p_1$ and $Pr[X=x_2]=p_2$ where the values $x_i$, $i=1,\,2$ are just symbols and the probabilities $p_i$, $i=1,\,2$ are symbolic expressions ...
24 views

### How to get the numerical result of inverse CDF?

This is my code. And I want to solve the function which contains both Q and L. But Mathematica only gives me a result with "InverseCDF" function, but not a number? I'm not sure whether I use the code ...
241 views

### How to fit a Distribution to data that already looks like a distribution?

I have a set of data that is already ordered as a distribution. Here is a picture worth 999 words: I tried FindDistributionParameters, and ...
130 views

### How to calculate the probability exactly

I random chioce three points from unit disk.I want to calculate the probability exactly that they circumcircle is contained within the unit disk still.Of curse,we can use the Monte Carlo to estimate ...
100 views

### $\log_q \log_q$ plot instead of $\log \log$ plot

By defining the $\log_q$ as: $$\log_q(x)=\frac{x^{1-q}-1}{1-q}, x \geq 0, q \neq 1$$ how would it be possible to have the equivalent of the LogLogPlot command, ...
141 views

### How to calculate this probability?

Here I want to find the probability $p$ which is given by $$p=\int_0^{r_d}\mathcal{L}_I(\beta r^{\alpha}|r)f_R(r)dr$$ with $r_d=1$ and $0 \le r\le r_d$. I want to calulate the probability for ...
55 views

### Power spectrum density calulation with ARProcess

I have a measurement of $x$ coordinates of an oscillating particle at presence of noise taken at constant time steps of 1/60 s. The corresponding data set can be obtained here: http://goo.gl/...
951 views

### How to draw a hanging rootogram in Mathematica?

I am trying to plot a hanging rootogram of some data in Mathematica. I can't seem to find a built in function for it, while simply using Histogram (on "transformed" data) does not seem to plot what I ...
236 views

### Random walk on a Sierpinski gasket

I am trying to simulate a random walk on a Sierpinski gasket. The best strategy i could come up with is to use Nearest point function to determine the next possible step of my walker. But this creates ...
503 views

### How to perform convolutions on this complicated pdf?

For a known pdf f[x], I need to calculate integrals over the probability density of the sum of Log[f[x]] over independent samples: Q[t,n]\equiv P(\sum_{i=1}^{n}...
51 views

### Improving kernel density estimation of statistical PDF from measured CDF

I'm trying to use WeightedData and SmoothKernelDistribution to generate a PDF from measured points along a CDF. I've tried to ...
114 views

### How to apply BinCounts to weighted data

For example, I have an array: data = {1, 2, 3, 4, 5, 6, 7, 8, 9} and a corresponding list of weighting factors ...
53 views

### Using LinearModelFit, how can I test the hypothesis $\beta=c$ with $c\neq 0$?

Assuming a simple linear model $y=x\beta+u$, is there a way to test the hypothesis $\beta=c$ with $c\neq 0$, using the LinearModelFit?
46 views

### Using distribution of data instead of data in EstimatedDistribution

Because of huge amount of data, the data saved in their frequency. for example {1,1,1,1,1,1,2,2,1,2,2,1,1,2,1,2,1,3,24} saved as ...
90 views

### package for calculating exponent of power law distribution

There are some packages to fitting power law to empirical date in "R", "matlab", "python" Here with maximum likelihood method As it said here. Does it exist similar package in Mathematica?
133 views

### Can Mathematica help me win my on-line game?

I've become addicted to the Forge of Empires web browser game. Presently, the game has a special event going on, which is in commemoration of the 2016 EUFA Soccer Championship. The event has a set ...
53 views

### TransformedDistribution using integration with parameter doesn't work

I would like to ask for kind help with a following problem using TransformedDistribution in Mathematica. First here is the beginning of the code, that works: ...
79 views

244 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 ...
143 views

### Finding mean of data sets with unequal length

I have two data sets on the form (x,y) of unequal length: ...
70 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 p?...
129 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 ...
71 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 ...
135 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 ...
47 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 ...