Questions tagged [probability-or-statistics]
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.
261
questions with no upvoted or accepted answers
15
votes
0
answers
338
views
New issue or new setting(s) of Goodness-of-Fit Tests in 11.3@student edition
Bug introduced in 11.3 or earlier and persisting through 11.3.0 or later
Just before upgrading to 11.3.0 on last Friday, i was having p-value results from 11.2.0.
Not worrying about upgrade may ...
- 187
14
votes
0
answers
1k
views
Implementation of Partial Least Squares (PLS)?
I'm looking for a PLS implementation for Wolfram Mathematica. I just can't seem to find any implementation for it - do you know one? In general, I'm a bit confused that there exist only so few third-...
- 323
9
votes
1
answer
447
views
Can LearnDistribution learn conditionality?
I would like to apply LearnDistribution to multivariate conditional distributions. Here's a simple artificial example:
...
- 31.5k
9
votes
0
answers
386
views
How to extract tree parameters from RandomForest?
I want to extract the parameters of a decision tree from the object estimated by Classify[].
It seems that parameters of the estimated Classifier are available in the "Models" property. It is ...
- 2,006
9
votes
0
answers
332
views
Is it possible to do probabilistic programming by variable elimination with plain Mathematica 10 or later?
Using frameworks like Figaro it is possible to do probabilistic programming by variable elimination to build a probabilistic model and then run inferences against it in a very intuitive way.
Example:
...
- 920
7
votes
0
answers
228
views
How To Install R Packages Via R Link In Windows
So it looks like I got RLink working on my Windows machine:
...
- 683
7
votes
0
answers
196
views
What does the symmetry requirement for the Conover rank squared tests entail?
What does the symmetry requirement for the Conover rank squared tests entail? In that Mathematica link it is stated that the ConoverTest assumes the data is symmetric about a common median. We have no ...
- 717
7
votes
0
answers
326
views
Multivariate Adaptive Regression Splines (MARS) - Mathematica implementation?
Does anybody have or know of a Mathematica implementation of the Multivariate Adaptive Regression Splines (MARS) algorithm?
- 1,246
6
votes
0
answers
320
views
How To Fit ARMA(1,1)-GARCH(1,1) Model
An ARMA(1,1) model is defined as the following
$X_{t}=\alpha_{0}+\alpha_{1}X_{t-1}+\epsilon_{t}+\beta_{t-1}\epsilon_{t-1}$
where a GARCH(1,1) model is defined as
$\epsilon_{t} = z_{t}\sqrt{a_{0}+a_{1} ...
- 683
6
votes
0
answers
263
views
Does DegreeGraphDistribution sample uniformly?
Bug introduced in 10.0 or earlier and persisting through 12.1
The first symptom (histogram below) is gone in 12.0. The second (fraction of connected graphs) persists, showing that the sampling is ...
- 235k
6
votes
0
answers
72
views
Problem with Probability and MultivariateHypergeometricDistribution (bug?)
Using the input
...
- 25.8k
6
votes
0
answers
1k
views
Sensitivity Analysis: Global Sensitivity and Screening
I have a model which accepts several input parameters and now I want to study the sensitivity to certain parameters as described in here:
Cross Validated Answer and in Wikipedia.
There is also a link ...
- 688
5
votes
0
answers
391
views
Histogram (automatic binning)
There are different methods for choosing widths of bins for a histogram, like Freedman-Diaconis rule. In Mathematica, without choosing a specific method, with the command ...
user79703
5
votes
0
answers
74
views
How to pass a custom method to a particular option?
In an answer to my question More efficient method to compute moments of the Johnson $S_B$ distribution, J. M. has come up with a method to compute the moments of the Johnson $S_B$ distribution, which ...
- 2,066
5
votes
0
answers
469
views
RandomVariate, MSE and Cramer-Rao bound calculation
I'm using the following code to plot the variance of a moment estimate of a parameter of Rice distribution and its' Cramer-Rao bound.
First I generate $10^3$ vectors $\texttt{R}$ ($10^3$ elements in ...
- 151
5
votes
0
answers
216
views
Given two samples, how does LocationTest select its AutomaticTest?
How does LocationTest select its "AutomaticTest" when testing two samples?
Background: A previous post poses a similar question ...
- 6,076
5
votes
0
answers
353
views
Sparse Principal Component Analysis
I'd like to run sparse PCA on some economic data. There appear to be several R functions available including elasticnet and PMA but I wanted to check if anyone had something coded up directly in MMA ...
- 733
4
votes
0
answers
92
views
Why am I losing photons in a window?
I'm trying to model a window.
For some distribution of light rays hitting the window, I'd like to determine the output angles, and the number of photons which are reflected or transmitted. I'd like ...
- 4,378
4
votes
0
answers
79
views
Why is EstimatedProcess so slow for a vector ARProcess?
I'm trying to fit some 4 x N data to a vector auto-regressive model. However, EstimatedProcess is very slow for this. For a 4-th order vector AR process, it takes more than 10 seconds (for N approx. ...
- 276
4
votes
0
answers
267
views
Kolmogorov backward PDE with boundary conditions
I am trying to solve numerically Kolmogorov backward PDE with boundary conditions:
...
- 1,610
4
votes
0
answers
146
views
4
votes
0
answers
74
views
Why is ProbabilityDistribution 100x slower than ExtremeValueDistribution?
The two distributions are the same, except the ProbabilityDistribution cuts out below x=0. The wolfram documentation on ProbabilityDistribution says nothing about speed. A search of this site gave no ...
- 1,637
4
votes
0
answers
413
views
Winsorizing in Mathematica and the R package DescTools yields differing results
I am currently trying to winsorize several datasets up to 1000 datapoints in R and in Mathematica for using those in regression estimations afterwards. Following the suggestion in the question http://...
- 51
4
votes
0
answers
434
views
Power law fitting package that optimizes fitting parameters based off of the KolmogorovSmirnov MC method
I'm exploring power law fitting and would like to get to a point of making a power law package like what was discussed in this post, where OP references the R poweRlaw package. As per the comments/...
- 475
4
votes
0
answers
422
views
Goodness of Fit of Copula Distribution
I am trying to find out goodness of fit of copula distribution, but Mathematica 10 gives me the same answer for each copula type. e.g
...
- 617
4
votes
0
answers
513
views
Belief Network, Bayesian network
There is already a question about simulating Bayesian networks with Mathematica (Mathematica Package for Bayesian Networks). However, are there any packages or approaches which help in computing the ...
- 41
4
votes
0
answers
89
views
Derive logistic choice probabilities symbolically
More generally, I am interested in learning what the current limitations of Mathematica are when using it for doing pure mathematics. A recent blog post by Stephen Wolfram (see: http://blog....
- 735
4
votes
0
answers
126
views
Converting problem into form involving Probability
I want to solve the following problem symbolically, using Probability:
What is the probability of the first random variate of a set to be present more than once, ...
- 19.1k
3
votes
0
answers
77
views
How can I calculate P-Value for a custom distribution?
I used DistributionFitTest but it works only with a defined distribution.
This is the distribution that I used:
...
- 59
3
votes
0
answers
174
views
FindDistribution analog: automated data modeling with all Wolfram statistical distributions
BOUNTY GOAL
To get bounty I am asking to build a function that serves as an analog of FindDistribution. You can also simply re-implement ...
- 73.1k
3
votes
0
answers
79
views
Computing First Moment of TransformedDistribution slow. Is there a way to speed things up? If not, can you help me understand why its slow?
I'm a novice Mathematica program, toying with the idea of solving for the first four moments of a linear combination of a multivariate Gaussian mixture distribution. The first two moments I have ...
3
votes
0
answers
105
views
ExampleData problem
When running :
iris = ExampleData[{"MachineLearning", "FisherIris"}, "Data"];
I get the message :
...
- 93
3
votes
0
answers
76
views
Adding a new statisitical distribution
What would I need to define to add a new statistical distribution to Mathematica?
Ideally, it would support as many of Mathematica's statistical functions as possible.
In practice, this might most ...
- 16.8k
3
votes
0
answers
38
views
Assessing your own classifier function with ClassifierMeasurements or NetMeasurements
The functions ClassifierMeasurements and NetMeasurements expect objects that are created through ...
- 31
3
votes
0
answers
125
views
How to reproduce SmoothKernelDistribution[] for the bivariate case
I am trying to reproduce the results of SmoothKernelDistribution[] for the bivariate case.
...
- 3,054
3
votes
0
answers
184
views
Computing the Mean of Around Values
I understand the computation of the uncertainty of independent Around values to be based on the following first order approximation
$$
\delta f(x,y)=\sqrt{\left(\frac{\text{$\delta $f}}{\partial x}...
- 334
3
votes
0
answers
154
views
3
votes
0
answers
386
views
Conditional probability distribution
Suppose I have three random variables $X_1$, $X_2$ and $Y$, where $Y = (X_1 + X_2)/2$. How can I use Mathematica to derive the random variable defined by the condition $Y| X_1 > Y$?
Although I ...
- 2,675
3
votes
0
answers
220
views
Computing the p-value using the Kolmogorov-Smirnov goodness of fit test
The Kolmogorov-Smirnov test for the simplified data {1,2,3,4}:
KolmogorovSmirnovTest[{1, 2, 3, 4}, UniformDistribution[{0, 5}]]
...
- 31
3
votes
0
answers
174
views
Piecewise and ProbabilityDistribution malfunction when used together
Yesterday I opened this question, what had a happy end after all.
But when I tried to model more complex discrete random variables using Piecewise instead of ...
- 1,107
3
votes
0
answers
87
views
Evaluating an expectation expressed by a difficult expression
Background
I have a 2-dimensional space. The receiver is at the center. The locations of transmitters are given by the PPP $\Phi$ with density $\lambda$. The serving transmitter is the one that is ...
3
votes
0
answers
111
views
Calculate PDF of difference of Max and Min for Gaussian random variables
Although this should be a standard question I didn't find it in SE, and it was a nice exercise in Mathematica.
Let $x$ and $y$ be two independent Gaussian random variables with distribution $N(0,1)$. ...
- 13.1k
3
votes
0
answers
169
views
PearsonChiSquareTest for count/frequency data?
I read with interest a previous question on the PearsonChiSquareTest from a few years ago, and one answer was very helpful:
Performing a chi-square goodness of fit ...
- 43
3
votes
0
answers
108
views
Reliability - Calculate importance factor of random variables in system
I have a system that can fail by 3 different modes. These fail modes functions are ff1, ff2 and ff3. The fail functions have 3 random variables (x, y, z).
I can calculate the probabilities of failure ...
- 477
3
votes
0
answers
126
views
Parsing RLink RObject for aovlist and other object types
There are some slightly similar requests out there (e.g. Getting R textual output into Mathematica ) but I'm wondering if anyone has put together a more general purpose solution to parsing ...
- 1,800
3
votes
0
answers
137
views
What can I do to improve the performance of my calculations?
I'm trying to express a simple probability problem in Mathematica, but am having trouble getting my calculations to execute at a reasonable speed.
I have an object whose unknown location is modeled ...
- 12.8k
3
votes
0
answers
1k
views
Slow mixture fitting when having ill-conditioned covariance matrices. How to make it faster?
I'm using Mathematica 9.0 to fit multidimensional observations with a gaussian mixture. To do so I first adapted these steps to ensure that the mixture parameters are well defined (see https://...
- 43
3
votes
0
answers
1k
views
Is it possible to marginalize one or several parameters obtained from fitting procedure?
Statistical model analysis package has a few fitting functions. Their arguments are data points, fitting model and parameters in the fit. The result is a set of best values for parameters, which ...
- 1,503
3
votes
0
answers
293
views
Mathematica Complains about Non Symmetric Covariance matrix, when it's not the case
I was doing some fitting with Mathematica7 using NonlinearModelFit. It's quite long the program to do the fit and that's why I am not displaying here ...
It goes ok, and I can get the fit parameters ...
- 723
3
votes
0
answers
145
views
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 ...
- 585