Tagged Questions

Questions on the statistical functions of Mathematica.

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3
votes
2answers
124 views

How can I best plot timestamps by frequency-to-date?

I have a site called Sudomemo. I record when I first see a user in the database; and I've exported it in JSON format, located here. http://www.sudomemo.net/statistics/firstSeenDump.php I've done ...
0
votes
0answers
40 views

I have the best fit, How can wiggle a plane between the max and min errors [closed]

I have a table representing 3 dimensional data, I have found the plane of best fit but I now want to move the plane of best fit through the maximum and minimum error and display the planes current RSS ...
0
votes
0answers
57 views

My own discrete probability distribution [closed]

I have probability distribution in the table form. For example: X 2 3 6 -------------------- P(X) 1/2 1/3 1/6 How can I create this distribution ...
0
votes
0answers
32 views

How do I display the plane of least squares in 3D [closed]

And how would I add a slider to all the error margins to wiggle said plane?
4
votes
2answers
111 views

what is The Formula behind the Kolmogorov-Smirnov test statistics?

I calculate the Kolmogrov-samirnov test statistic for the following data: ...
0
votes
0answers
36 views

Will the least squares function give me the equation for a 3D plane, why does it need model-fit? [closed]

I have been using best fit however it is apparently not quite the least squares method, that and I also have to attach a variable to a slider for the error ratios. Unfortunately I do not understand ...
2
votes
2answers
117 views

How do I display the plane of best fit in 3D?

I'm trying to display the plane of best fit in the same 3D-box. Currently, I have the following code which spits out a plot of the points in 3D. I want to have a plane of best fit, can Mathematica do ...
0
votes
0answers
35 views

Comparing heavy tailed and non-heavy tailed distribution using Mathematica

I have data from a heavy tailed distribution (see picture 1) and a non-heavy tailed distribution (see picture 2) and want to compare it using a histogram on log-scale. However the picture 3 does not ...
0
votes
1answer
38 views

Distribution of block maxima of gaussian random variables

I try to verify the following result of extreme value statistics that the distribution of the block maxima of Gaussian random variables converges to a Gumbel distribution. To this end, I first ...
2
votes
1answer
101 views

on Kolmogorov-Smirnov test

I found a problem to calculate Kolmogorov-Smirnov test statistic or p-value the data is ...
1
vote
1answer
97 views

In there a way to derive the inverse value of CDF format MultinormalDistribution?

Is there a way to produce the inverse value of multinormal distribution function in CDF format with 0.05 significance level? I found the function called ...
0
votes
0answers
22 views

How to enlarge the correlation coefficient of two vectors by matrix transform? [migrated]

Suppose that we have two vectors X and Y belong to R^N, with correlation coefficient defined as r(X, Y)= sum{(X_i-1/N(sum X_i))(Y_i-1/N(sum Y_i))}/(\sqrt{\delta(X)}\sqrt{\delta(X)}). Can we find a ...
2
votes
1answer
43 views

Statistical Analyzis of Observed Data (Queuing Process)

Basically I have a process that belongs to a certain state at any point of time. However, the time intervals are not fixed (in fact they are exponentially distributed). Essentially, the data points ...
3
votes
2answers
106 views

RandomFunction and Histograms

RandomFunction[QueueingProcess[3, 5], {0, 15}] Histogram[data, Automatic, "PDF"] gives a very nice way to see the histogram based on the specified process. ...
3
votes
0answers
51 views

How to derive SinglePredictionBands from a NonlinearModelFit model

I have found NonlinearModelFit to be extremely useful in my work. Here I have fit 4 points to a function and am being asked to explain how the 95% SinglePredictionBands associated with the plot below ...
4
votes
2answers
123 views

Getting the Cumulative Distribution Function of f(x) from a dataset of x

I've a data set $\mathcal{X}$ which consists of randomly generated numbers. Let's say for example data = RandomVariate[ExponentialDistribution[1], 10^4]; My aim ...
0
votes
1answer
82 views

On plotting the Weibull distribution

First: How can I plot the Weibull distribution with parameters a = 2 and b = 3.5 on the range of ...
4
votes
2answers
151 views

QuantilePlot silliness

When I do a quantile plot of two large data sets (in my case, each of them of size around 3 million), the resulting notebook cell is huge, and if you save it as PDF, the resulting PDF is 13MB in size. ...
1
vote
1answer
80 views

Estimating Confidence Interval Variance covariance matrix from weibull distribution

In The following Example 50 obs . I estimated distribution parameters (by point) but *i want to estimate parameters by confidence interval and calculate covariance matrix i need help * ...
2
votes
1answer
88 views

Choosing The Best Fitted Probability Distribution Model

The following Example 20 Obs and i used Goodness of fit test with Exponential distribution, another time with Weibull distribution and third time with Pareto distribution .All of them are significant ...
0
votes
1answer
69 views

Estimating Parameters of a Custom Distribution

The problem is I can not get estimation of parameters of any custom probability distribution (distributions are not built in Mathematica), here is an example: First: I entered random numbers of ...
2
votes
0answers
63 views

How to include confidence intervals into ProbabilityScalePlot?

I use ProbabilityScalePlot[data, "Weibull"] to plot measured data and ...
3
votes
1answer
55 views

TransformedDistribution with respect to new variable

Given a custom pdf $f_x(x)$, I'm trying to find it's transformation $f_y(y)$ where $$y=x^2$$ and $$f_x(x)=30*x^2 (1 - x)^2, 0<x<1$$ I tried to using the following commands: ...
2
votes
1answer
47 views

Meaning output ANOVA post hoc tests

I am carrying out an ANOVA in Mma, and I wanted to apply a post-hoc test, but I do not understand the output that is given. It says e.g. Model-> Duncan, {4, 5} ...
2
votes
1answer
84 views

Probability evaluation fails with equals condition

The following evaluation fails (the result is just the copy of the input) $$\text{Probability}[0<x\leq a | x-y=t,\{x\ {ExponentialDistribution}[\lambda ],y\ {ExponentialDistribution}[\lambda ...
2
votes
0answers
48 views

k-means clustering using squared correlation in Mathematica

I am trying to cluster data using the squared correlation coefficient since in the case of my data, -1 correlation is equivalent to 1 correlation (polarities do not matter). How can this be done in ...
3
votes
1answer
54 views

How to use a custom CDF in a Kolmogorov-Smirnov test

How do I use a custom CDF that I defined for a Kolmogorov-Smirnov test. I have one input vector of data whose CDF I claim to have derived but want to check whether it agrees with my closed form ...
1
vote
1answer
117 views

Statistics confusion

I have two data sets. When I do a QuantilePlot[data1, data2], I get the graph below. However, ...
4
votes
2answers
77 views

Behavior of Commonest when there is an even split between the elements of the list it is given

How can I alter Commonest so that, when I give it an input of four zeroes and ones such as $\{0,1,1,0\}$, which has an even split in its elements, it returns the ...
1
vote
0answers
99 views

Is this the correct method in using bootstrapping to determine a lower confidence bound?

Quite often in industry, due to cost and schedule constraints, decisions must be made on small sample size data. I have 4 cycles-to-failure values resulting from running samples to failure in a ...
1
vote
1answer
69 views

Stochastic Approximation and Simulation using Running Median

I have a function $$F(X_{t+1},Y_{t}^{med})= \alpha X_{t+1} + (1-\alpha) Y_{t}^{med},$$ where $$Y_{t}^{med} = Median(Y_1, Y_2,... Y_t).$$ Moreover, $Y_1 = X_1$ and $Y_t = F(X_{t},Y_{t-1}^{med})$ ...
5
votes
3answers
165 views

Creating Correlation Table (and Working) With Missing Data

I am working with data that contains missing values (I have several variables (across the columns) and several observations (across the rows) in an excel spreadsheet). Example of the data structure: ...
5
votes
1answer
160 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
vote
0answers
41 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
134 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
95 views

Correlation test issues

When using Correlation[] function I sometimes get the strange warning: ...
1
vote
1answer
113 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
58 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
votes
1answer
56 views

Can I use boolean parameters in LogitModelFit?

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

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

Mathematica can't find a solution to this Expectation. ...
2
votes
1answer
73 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. ...
2
votes
0answers
49 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
198 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
166 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
143 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
126 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
189 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
169 views

Measures of association, Concordant and Discordant

I want to calculate concordant and discordant pairs on nx2 tables. ...
0
votes
1answer
120 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 ...
16
votes
2answers
339 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 ...