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.
12
votes
0answers
155 views
4
votes
0answers
101 views
Speeding up multilinear PRA branch-and-bound algorithm with worst-case exponential time scenario with respect to basic events
The algorithm is a branch-and-bound algorithm that calculates dominances for PRA, probalistic risk assessment. The task was to find faster ways to do it in numerical software such as Matlab but we ...
3
votes
0answers
87 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 ...
2
votes
0answers
157 views
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 ...
1
vote
0answers
74 views
Mathematica code for hidden Markov models (HMM)
I am looking for some simple Mathematica code to model an HMM with just a few states and an equal number of observable signals (emissions). I am hoping to generate sample paths and keep track of the ...
0
votes
0answers
40 views
Plotting a mixture CDF with a truncated distribution in version 7
I'd like to plot the CDF of the following pdf in Mathematica 7:
$$f(x)=0.1 g(x)+0.85 m(x)+0.05 h(x)$$
where
$$
\begin{array}{ccl}
g(x)&:&P(0)=1,\ P(x\neq 0)=0\\
...
