5
votes
1answer
67 views

Integrate yielding a ConditionalExpression but I don't think the condition is necessary

Suppose I take the PDF of the LogNormal distribution with parameters m and s evaluated at x. I obviously get an expression involving m. I now want to integrate that expression not with respect to x ...
0
votes
1answer
51 views

kernel density estimation

I am trying to compute CDF of historical data ( weekly change in CDS spread) using kernel density estimation. The original data has 300 observation. I uploaded data from excel ...
0
votes
0answers
31 views

Reducing quantile & color map queries for use with Associations

This set of queries perform basic maps to quantile and then color-map. There's got to be a more compact solution. What are some approaches to reduction? Numeric: ...
2
votes
1answer
44 views

Documentation for the Bounded option of SmoothKernelDistribution

I have found the Bounded option useful in the SmoothKernelDistribution function, but I can't find any documentation for exactly ...
0
votes
0answers
78 views

Nasty nested Integrals

I would like to solve following integrals by Mathematica ...
1
vote
0answers
32 views

How does Matematica compute the CDF of the binomial distribution?

I want to know, how Mathematica actually implements the cumulative distribution function of the binomial distribution. Which algorithm does Mathematica use to compute ...
-1
votes
0answers
51 views

expected value of die game [closed]

two people play die one side is attacker and the other side the defender. The attacker may choose to throw one die, and the defender may choose to throw one die. If the number on the attacker’s die is ...
5
votes
2answers
122 views

How to find an estimated root efficiently with binary stochastic estimation of the function?

I am trying to construct certain nice geometric patterns, and one particular feature I'm trying to optimize is the balance of black and white corresponding to point being inside, or outside a ...
-3
votes
0answers
144 views

References to Mathematica Applications With Manipulate In Games/Sports [closed]

Background: I am currently using Mathematica to solve some, amateur (but very important!) chess team strategy, probability problems : see recent mathematical-optimisation post(s) for initial design ...
2
votes
3answers
168 views

Fitting and plotting Weibull distribution

How can I find the best fitted 2-parameter Weibull's distribution (PDF) to describe my data? How can i plot my data and estimated distribution all in one graph? How can I show/compare results of ...
17
votes
4answers
1k views

Using Mathematica to solve a probability problem

The problem is from Principles of Statistics by M.G. Bulmer: In a certain survey of the work of chemical research workers, it was found, on the basis of extensive data, that on average each man ...
0
votes
1answer
82 views

Creating a residual histogram from discrete 3D data and function [closed]

Hi I have this data and my function on Mathematica: ...
5
votes
2answers
89 views

Dirichlet marginals - why does Mathematica not give the *Kth* marginal?

Observe: MarginalDistribution[DirichletDistribution[{a, b, c, d}], #] & /@ Range@4 {BetaDistribution[a, b + c + d], BetaDistribution[b, a + c + d], ...
-1
votes
2answers
93 views

Using Mathematica to calculate expected time to absorption [closed]

I am trying to solve a standard ETA on a birth-death process with $n$ states $\in \{0,\cdots,n-1\}$ where state $n-1$ is absorbing. Also $\mu_i$ is the expected time to absorption starting at state ...
2
votes
1answer
63 views

How do I define a random variable involving Part?

I need to define a random variable that involves Part, but when I try, for example ...
0
votes
0answers
11 views

Probability clarification [migrated]

Consider the reading habits of the X class. If we know that 30% of the class students read USA Today daily, 40% read Salt Lake Tribune daily and 10% read both of them daily, what is the percentage of ...
0
votes
0answers
30 views

R^2 values for piecewise regression

So I've used NonlinearModelFit on a Piecewise function and gotten a nice little piecewise regression. This is what my code looks like: ...
9
votes
1answer
192 views
1
vote
1answer
76 views

Is there any way to perform an ANOVA test given $n$, $\bar{x}$ and $S^2$?

Suppose I have the following data about the incomes of residents of three cities. $$ \begin{array}{|l|c|c|c|} \hline & n & \bar{x} & S^2 \\ \hline \text{City A} & 10 & 2.8 & ...
0
votes
0answers
176 views

Why does my calculation of a probability take too much time?

I am calculating the value of the following function for given argument values: ...
2
votes
1answer
90 views

trajectory density plot

I want to make a plot that shows the density of trajectories (x-y plots). In other words I want a plot that's analogous to this but with curves instead of points as data. Here's what I'm doing ...
4
votes
1answer
167 views

FWHM of an image

What is a resourceful method to calculate FWHM (full width at half the max) of every column in an image. Assuming the image is having a very high resolution for example 1944 x 2592. Logic so far ...
2
votes
0answers
39 views

Covariance matrix estimation when number of variables is larger than number of observations

It is well known that the sample covariance matrix estimator results in a singular matrix if the variables is larger than the number of observations. One solution is to apply shrinkage estimators. ...
24
votes
0answers
358 views

Summer Solstice Spurious Correlations Challenge

I came across this hilarious web site that has charts of bizarre "correlations" between disparate categories. Results like this: In the spirit of my summer solstice shedding spuriously earned rep. ...
3
votes
2answers
78 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} ...
2
votes
1answer
86 views

P-Values are inconsistent when using DistributionFitTest repeatedly

I am attempting to become more familiar with the DistributionFitTest, specifically the distributions it yields and their fittedness. What I have found is that when I generate random data, fit it, and ...
-1
votes
1answer
54 views

rolling a sum of 6 or less, on 3 dice [closed]

What is the probability of rolling a sum of 6 or less when rolling 3 dice(six sided) at once. I understand how to get the probability of rolling the sum of 6 but of 6 or less confuses me.
2
votes
1answer
111 views

Mathematica equivalent of `qnorm` or `invNorm`

In R and TI-89 you can do qnorm(prob, mu, sigma) or invNorm(prob, mu, sigma) to get a value of ...
0
votes
0answers
49 views

NIntegrate unexpectedly returns complex number

I am attempting to visualise the effect of shift parameter $\gamma$ on the 3-parameter log-normal distribution. $$pdf(x;\mu,\sigma,\gamma) = ...
1
vote
1answer
113 views

How to make a cumulative time plot?

So I'm working with this data set where there is just one input(a date and time) per line in a .csv file. I've let Mathematica understand the input using "DateStringFormat". The time looks like ...
5
votes
0answers
81 views

Forecasting problem with Geometric Brownian Motion in Wolfram Mathematica [closed]

I'm a full time undergraduate student from Peru, and I'm trying to use the Geometric Brownian Motion example used in the help section from Wolfram Mathematica in order to forecast future stock ...
1
vote
1answer
50 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 ...
2
votes
1answer
64 views

Performance of a bootstrap - time of computation not linear with number of iterations

I'm doing a bootstrap based on this thread with the following code (file.txt here): ...
3
votes
2answers
120 views

Contour lines over SmoothDensityHistogram

I am using SmoothDensityHistogram on a data set of the form {{x1, y1}, {x2, y2}, …, {x_n, y_n}}, and I would like to also show ...
0
votes
1answer
107 views
5
votes
1answer
87 views

Actual bins used for Pearson Chi Square Test

PearsonChiSquareTest[data, dist] computes bins for data as a step towards calculating the test statistic. For continuous ...
0
votes
1answer
92 views

Solve ${\rm BinomialDistribution}(x;\,n_1,\,p_1) = {\rm BinomialDistribution}(a-x;\,n_2,\,p_2)$ in terms of $x$ [closed]

I'm totally a novice with Wolfram software, so please forgive me if the question is nonsense. I want to solve the following equation in terms of $x$: $\quad \quad {\rm ...
0
votes
1answer
45 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
0answers
44 views
0
votes
1answer
34 views

Manipulating the output of EllipsoidQuantile

I am trying to manipulate the output of EllipsoidQuantile to find the area in the next line. I can easily find the 95% confidence interval and this generates an ...
0
votes
3answers
43 views
5
votes
3answers
294 views

How to find max difference with the same x between two functions?

For example, I have function TF[y_] = 2 / Pi * ArcSin[y] And I have CDF: ...
4
votes
1answer
102 views

ANOVA test on dataset

I have a dataset with 3 groups and two variables. I want to do ANOVA test on the three groups for each variable. Does anyone know how to do this? ...
2
votes
0answers
40 views

Marginal distribution with weight

Given a multi-variate distribution $P(\mathbf{x},\mathbf{y})$, I would like to obtain the marginal distribution $$P_m(\mathbf{x})=\sum\int_{\mathbf{y}}P(\mathbf{x},\mathbf{y})W(\mathbf{y})$$ In my ...
5
votes
4answers
321 views

How to plot frequency polygon?

I have data sample. Built and plotted histogram based on the sample. How can I plot frequency polygon now? That's example of the desired result. Here is code: ...
0
votes
0answers
36 views

Attributes of statistics functions

Do statistics functions have some kind of attribute which ignore non-number (Indeterminate, ComplexInfinity, calculation "errors") elements of a list?
0
votes
2answers
117 views

Simulation of LogNormal process for an asset pricing

I'm new to Mathematica programming, so forgive my rather unsophisticated question. I need to simulate 5000 "walks" of a process value (of a stock) that starts from its current value, at ...