# Tagged Questions

Questions about performing probabilistic calculations, especially those concerned with the Mathematica commands Probability, Expectation and the various functions related to distributions such as NormalDistribution, CDF, PDF etc.

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### 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 ...
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### 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 ...
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### PDF of binomial distribution and mixed binomial distribution

I want to plot the PDF of binomial distributed function and a mixed binomial distributed function, therefore I entered for the binomial distribution function the following: ...
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### plot probability

Hi I just want to flatten a function, I tied it with Joined->True, but it did not work, hope somebody of you can help me. This is my code: ...
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### Expectation function does evaluate my expression

I am trying to evaluate the expression Expectation[(B x (-6 b + 12 a n0 + B x + B^2 x^2))/(2 (6 a + B x + B^2 x^2)), Distributed[x, BetaDistribution[α, β]]] ...
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### Safe values of $\mu$ and $\sigma$ when randomly sampling from a Log-Normal Distribution?

I believe I'm obtaining overflow errors when randomly sampling from a log-normal distribution with the command: RandomVariate[LogNormalDistribution[μ, σ], 1] ...
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### Calculate variance of random walk?

How can I symbolically calculate the variance of the following random walk in Mathematica? Given several discrete random variables such that $p(Z_i=1-2k)=p$, where $k$ is a small real number, and ...
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### shortest paths in probabilistically weighted edges? [duplicate]

I understand Mathematica can find shortest paths. However, is it also able to find the most probable paths? I mean this is a case where edges are given probabilistic wights (from 0 to 1) and the most ...
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### Combinations which do not have elements in common

I can choose 2 letters from the four letters $\{A,B,C,D\}$ in 6 combinations using the combination formula $$\frac{n!}{ r! (n-r)!}$$ ...
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### Simulate a simple spinner

I'm teaching some simple ideas in probability to students in grade 7. The "spinner" below works, but I'm wondering how I could make it just a bit more realistic by having it actually "spin" around a ...
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### Speeding up the non-negativity algorithm for multilinear function with interval probabilities?

The algorithm is a branch-and-bound algorithm that calculates the non-negativity of a multilinear function with interval probabilities. The lines 9-11 has an optimization that is explained on the ...
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### Descriptive statistics of two events

I am trying to use the descriptive statistics feature of Mathematica to answer the following question: suppose I have two events, A and B, whose occurrence is described by a normal distribution around ...
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### Solving derivative of cumulative normal distribution log likelihood

I am a newbie and I'm trying to use Mathematica to obtain the symbolic Maximum Likelihood Estimation for a cumulative normal distribution. So far I have reached the step where I have the derivative of ...
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### Empirical Cumulative Distribution Function

I have a data set of the form $d=\{(y_1,x_1),(y_2,x_2)...(y_n,x_n)\}$ for a large $n$. A non-parametric plot of this data (a scatter plot where all observations are sorted along $x$ and joined with a ...
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### How do I solve this probability problem with Probability？

Consider a stick of length 1. Pick two points uniformly at random on the stick, and break the stick at those points. What is the probability that the three segments obtained in this way form a ...
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### PDF on TransformedDistribution of two BinomialDistribution too slow

I'd been doing my own convolutions of distributions for some calculations, decided to use built-ins. With ...
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### Graphical Plots of PDF and CDF

I have a joint density and distribution function that I want to plot in a meaningful way, (i.e., want to be able to see how the functions behaves as changes in x and y happen simultaneously. If ...
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### What is the average of rolling two dice and only taking the value of the higher dice roll?

I am referencing to this question on mathunderflow: What is the average of rolling two dice and only taking the value of the higher dice roll? Now I tried: ...
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### My Data has negative and positive numbers, can I still use it to get the PDF?

I have data that reflects the arrival time of a flight. {3, -2, 16, 13, -6, 5, 4, -7, 7, 0……..n} this is for 8:45am and has 150 elements "arrivals" The positive values represent the time in minutes ...
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### Reproducing a graphic on Jensen's inequality for the probabilistic case

I am trying to reproduce the following graph on Jensen's inequality for the probabilistic case (source: wikipedia) but with the exponential function as Y, the normal distribution on the X-axis and ...
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### ProbabilityDistribution PDF on boundary points

I would like to evaluate the PDF of a custom ProbabilityDistribution at the min and max values. However, PDF[...] returns 0 at ...
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### Some questions about random numbers

How can I get non-repeating random numbers from Mathematica 8? How can I know which distribution the numbers I get are? Can I choose the distribution I want together with the non-repeating random ...
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### NExpectation behaves oddly with EmpiricalDistribution

Note: this is fixed in version 9. My question concerns the usage of NExpectation and Expectation and why I see the behavior I ...
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### How can an InverseQuantile or an interval valued Quantile function be implemented in Mathematica?

Quantile[] is the workhorse method in robust data analysis and statistics (see, eg Koenker's Quantile Regression). However, it should be complemented by an ...