Questions on the statistical functions of Mathematica.

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5
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1answer
128 views

Simulation Sample Paths for Stochastic Approximation Algorithm

Let $X_t$ be IID random variables in $[0,1]$ and CDF $F(\cdot)$. Suppose there exists a variable $Y_t$ given by: $Y_1 = X_1$ and $Y_t = \phi(X_t, \overline{Y}_{t-1}), \forall t >1$, where ...
1
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0answers
24 views

Truncated Distribution Parameter Search Produces Singular Jacobian Using FindRoot

I'm trying to find the 2 parameters of a truncated Weibull distribution using version 10 and FindRoot. I would like to truncate the distribution between t =0 and t = 3600 with the probability of ...
7
votes
0answers
109 views

Median of Dataset in Mathematica 10

I'm having trouble calculating the median of a Dataset[] in Mathematica 10. The situation is as follows. Consider a dataset that was defined as follows: ...
4
votes
1answer
87 views

Correlation test issues

When using Correlation[] function I sometimes get the strange warning: ...
1
vote
1answer
83 views

Simulation Beta Distribution

Suppose a function such as: $\phi^{\alpha} (x,y) = \left\{ \begin{array}{l l} \alpha x & \quad \text{if $x < y$}\\ x & \quad \text{if $x = y$}\\ \alpha x + (1 -\alpha) & ...
0
votes
1answer
47 views

Solving minimum length confidence interval problem

I'm trying to find the minimum length of a confidence interval for the variance from a sample iid with normal distribution. I tried ...
0
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1answer
51 views

Can I use boolean parameters in LogitModelFit?

For example, to use 1 as True and 0 as False: ...
6
votes
4answers
212 views

Conditional Expectation — How can Mathematica find a more general closed form?

Mathematica can't find a solution to this Expectation. ...
2
votes
1answer
71 views

ZTest result not making sense

I'm using version 10. I'm having difficulty with understanding why I'm getting some output from the ZTest function. Here is the code for my specific example. ...
1
vote
0answers
19 views

Sum of truncated normal random variable and normal random variable [migrated]

I'm wondering if there is a closed-form pdf of sum of "correlated" normal random variable and truncated normal random variable. I found a paper providing the pdf for "uncorrelated" case, but could ...
2
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0answers
41 views

Why do EstimatedDistribution and DistributionFitTest work this way

I am fitting some time-series data to both a stable distribution and a normal distribution in order to assess the goodness of fit of each. Along the way I encountered the following confusing result. ...
4
votes
1answer
169 views

BoxWhiskerChart - 10-90th percentile instead of min - max

I am trying to draw a custom BoxWhiskerChart with alternative values determining fences. I have data that has a lot of outliers and I have to compare it to another chart that has 10-90th percentile ...
0
votes
1answer
88 views

Fitting data to a Poisson distribution

I'm trying to fit a Poisson Distribution to data produced in a lab. I've successfully made a Histogram of the data, which looks like: However, when I try to fit the Poisson Distribution using: ...
0
votes
2answers
109 views

Error function fit of data

I have this experimental data set which I know should follow the Complementary error function. My goal is to find the σ of the associated gaussian distribution. However, I cannot seem to do it in ...
1
vote
1answer
95 views

Modify BinList to give elements indices in list instead of giving the list elements belonging to each bin

How could I use BinList to give elements indices in list instead of giving the list elements belonging to each bin ? Thanks.
2
votes
2answers
106 views

Finding Expectation of function of a Log-normal distribution

Say $Y=g(X)$ and $p_X = \frac{e^{-\frac{(\mu -\log (x))^2}{2 \sigma ^2}}}{\sqrt{2 \pi } x \sigma }$ is Log-normal density function: [Wiki] Find E[Y]? Since $E[Y] = \int_0^\infty y f_Y \ dy = ...
2
votes
2answers
148 views

Measures of association, Concordant and Discordant

I want to calculate concordant and discordant pairs on nx2 tables. ...
0
votes
1answer
80 views

Generating a list of standard normal random variables

Im trying to generate a list of random (standard) independent normal variables. For this, I first generate a random list of, say, 100 real numbers in the range [0, 1000], and then make them standard ...
14
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2answers
317 views

Visualization: elliptical insights into data sets…

I was recently reading the following paper on visualization techniques using ellipses to gain statistical insights. Elliptical visualization for looking at correlations has briefly been touched on ...
1
vote
2answers
153 views

On Parameter Estimation using FindDistributionParameters

I am a novice of Mathematica and have recently started my self-study of maximum likelihood estimation (MLE) using Mathematica. I would like to estimate the parameters associated with a distribution ...
5
votes
1answer
316 views

Is there a free version of the Springer book “Mathematical Statistics with Mathematica”?

Is there a free version of the Springer book: $$\text{Mathematical Statistics with Mathematica}$$ by Rose and Smith ... available on the internet?
1
vote
1answer
88 views

Moment central of a binary image

I am implementing the Hu set of invariant moments detailed here Hu set of invariant moments. I implemented the moment Image like this: ...
1
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1answer
103 views

Compute symbolic Expectation of a summation

I am required to computed following Expectations : $E[\displaystyle\sum\limits_{i=1}^N \frac{X_{i}}{N}] = \bar{x}_{0}$ & $E[\displaystyle(\sum\limits_{i=1}^N \frac{X_{i}}{N})^2] = ...
1
vote
2answers
96 views

Assign a Distribution to a group of symbolic variable [closed]

I'm looking to compute this Expectation : "i" represent a individual and h(i) is value. I would like the compute the Expected value of his value times the mean of the groups. Everything is unknown ...
0
votes
0answers
30 views

Chi square: compare two different distribution

I try to compare two file with two different distribution of numbers. So i have random1.dat and random2.dat each one are vectors of more then 1000 rows. I saw from this question Doing a chi-square ...
2
votes
1answer
91 views

How to find all possible correlations between n vectors

Given the Matrix ...
1
vote
3answers
72 views

Correct graphical representation of a discrete function (PMF)

I have a list: {1,2,2,3,3,3,3,4,4,5}. I want to plot the percentage occurrence of elements in the whole list. So the list plot I want to do is: ...
1
vote
1answer
45 views

Replicability of RandomVariate within a function?

I have a rather basic question but can't figure out a foolproof answer. In the following code, I build a function which returns the mean difference between successive elements of a vector created from ...
0
votes
0answers
66 views

Undo differences in a time series

I have estimated and ARMA process in Mathematica using data which I have had to take the 2nd difference of to remove the trend. I have managed to fit a model to the detrended data but cannot work out ...
5
votes
1answer
204 views

How can we create a histogram distribution from binning data?

HistogramDistribution takes a list of data points, creates a histogram from them, and returns this histogram in a form that can be used as a distribution. I ...
4
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0answers
83 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 ...
0
votes
1answer
62 views

Loading Statistics`Library`

I need to use a number of functions from theStatistics`Library` namespace. Since that is a bit of a mouthful I would like to import it, but I get errors: ...
1
vote
3answers
120 views

Plotting a frequency function

I have a list of numbers and I want to plot the fraction of numbers >= k against k which will naturally be a decreasing curve. How do I do that?
8
votes
1answer
152 views

Inconsistent DistributionFitTest results?

In pondering this question, I used Mariana's function to generate the following data. ...
0
votes
1answer
62 views

What is the meaning of Automatic in goodness of fit test?

I can't find what is the distribution corresponding to the default option in: DistributionFitTest[data, Automatic, "HypothesisTestData"]; Is it N(0,1), uniform?
1
vote
2answers
62 views

CDF of TransformedDistribution Not Returned And No Error Message Produced

I am unable to get Mathematica to return the CDF of a distribution produced by TransformedDistribution. It "executes" for 6 hours on my machine and then returns a blank plot. Could someone execute the ...
1
vote
1answer
90 views

Extracting Imported Information

What I want to do is to compare the relationship between the consumption of say beer and wine using scatter plots where each point designates the particular country (preferably named). I have tried to ...
0
votes
1answer
67 views

Variance/Standard Deviation with a Constant Vaule

When applying variance (Variance[10]) or standard deviation (StandardDeviation[10]) to a constant value in Mathematica, Should ...
1
vote
1answer
111 views

Skewness of distribution vs. skewness of distribution's PDF

I'm having trouble understanding why the skewness of built-in distributions is not the same as the skewness of their probability density functions. For example, the following are different (the first ...
3
votes
1answer
233 views

Testing for OLS Heteroscedasticity White's General Test

I've done my best to search the help and google White's test (http://en.wikipedia.org/wiki/White_test) in Mathematica. Can anyone point me to a function or Mathematica reference for this or do you ...
0
votes
0answers
183 views

histogram fit for probability density

I am trying to fit the (probability density) histogram of some data with the exponential function, but I am having difficulties. My raw data are in file called ...
0
votes
1answer
112 views

Custom BoxWhisker Plot

I’d like to figure out how I can show my entire dataset overlaid on a box whisker plot. ...
1
vote
2answers
137 views

Discretizing data using quantiles in Mathematica

I am trying to discretize a long array of real numbers into a uniformly distributed integer array. To do this I am identifying the quantile where each real value sits and writing it out to the output ...
6
votes
1answer
118 views

Better way to get Fisher Exact?

I want to perform a Pearson's $\chi^2$ test to analyse contingency tables; but because I have small numbers, it is recommended to perform instead what is called a Fisher's Exact Test. This requires ...
5
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0answers
198 views

Estimation of vector autoregressive (VAR) process

To estimate 1-dimensional VAR process (which is AR process) you can easily use functions EstimatedProcess or ...
3
votes
0answers
162 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 ...
0
votes
0answers
174 views

Non linear model fit mathematica

I want to fit experimental data (temp,alpha) to the following equation for calculating k and Ea -Log[alpha]^n = function(k,Ea,temp) However i do not know ...
5
votes
2answers
106 views

Best way to represent a joint distribution

The motivation for this question is producing a distribution that produces the gender and age of an individual when the distribution of ages depends on gender. Suppose I want a distribution which, ...
2
votes
2answers
99 views

Why I need Evaluate for the Plot of the probability density function of PolyaAeppliDistribution?

I encountered this when I was trying to answer this question. I just can't understand why the following code will only give a line at $y=0$: ...
1
vote
1answer
124 views

How can I show a rotated PDF plot superimposed on a ListPlot of the underlying data?

I have a set of 3 lifetime datasets in lists called values1, values2 and values3. values1 = {53377., 16542., 31418., 5629., 17654., 7365., 15797., 862., 76906., 10073.}; values2 = {74412., 15620., ...