# 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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### Integration of linked PDFs over probability simplex

I'm trying to integrate the following expression: f[a1,p1+p2+p3+p4]*f[a2,p2+p3+p4]*f[a3,p3+p4]*f[a4,p4] Where ...
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### Why does my calculation of a probability take too much time?

I am calculating the value of the following function for given argument values: ...
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### find the conditional probability of winning [closed]

Suppose in a coin-flipping game between two players, A and B. The probability that the coin lands heads up is p(0 ps: the solution can be obtained in the games of m+n but its not the correct ...
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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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### 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 ...
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### 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 ...
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Observe: ...
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### 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.
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### Bilateral Laplace Transform

I am trying to solve a linear ODE for a Kolmogorov forward equation to get a stationary distribution of a random variable. The easiest approach may be to transform the ODE with a two-sided Laplace ...