Questions on the statistical functions of Mathematica.

learn more… | top users | synonyms

0
votes
0answers
25 views

Static Forces With Calculations of Diagrams [closed]

How can I calculate the reactions and draw Shear force, axial force and bending momentum diagrams..?
1
vote
1answer
34 views

Is this behavior of DistributionFitTest together with StableDistribution a bug?

I have been using DistributionFitTest to fit the following data: ...
3
votes
2answers
96 views

Iterating distributions

I want to calculate the distribution that comes from summing up random numbers between -0.5 and 0.5. A computationally intensive version of doing this is to simply do the following: ...
0
votes
0answers
21 views

Dice expirements and random variable? [migrated]

Suppose I define a random variable X such that it represents the sum on the dice thrown. Now there are two ways to do the experiment 1) I use 2 dice, note their individual Xi (R.V) and then find ...
8
votes
1answer
184 views

How can I improve my prediction for the end time of the Reddit button game?

There is an April Fools game on Reddit where users with accounts can press a button (once) to reset a 60 second countdown timer: https://www.reddit.com/r/thebutton ...
0
votes
0answers
38 views

Statistical significance test of FindCluster

I have a list of vectors which could be roughly divided into two clusters. The list is huge so I have to use RandomChoice[list, 20000] to speed up the calculation. ...
0
votes
0answers
36 views

How to Fit a Generalized Pareto Distribution to data in Mathematica

I'd like to know how to fit a Generalized Pareto distribution in Mathematica to implement the Peak Over Threshold method for tail estimation of operational risk losses. Does anybody have a toy example ...
0
votes
0answers
32 views

Pdf for sum of unknown named distribution and normal random variable

Is it possible to apply convolution theorem or software like Mathematica to find a closed form expression for the pdf of Z = R + X where $f_R(r;k,d) = kdr^{d-1}{(1-r^d)}^{k-1}$ and $X$ is zero mean ...
2
votes
1answer
63 views

Find confidence interval for negative binomial using Mathematica

I would like to find the exact 95% confidence intervals on the mean of a negative binomial random variable using Mathematica. It is possible to approximate the distribution using a gamma/normal, but ...
2
votes
0answers
50 views

ANCOVA (ANalysis of COVAriance)

I have two time series of the form {time, value} I have linear fits of each set individually, and I am interested in the statistical differences between the ...
0
votes
1answer
35 views

Import command gives different solution to equation than cut & paste

I would like to import values from a text file to run a notebook. The notebook works fine when I cut and paste in all the input values manually. Here is a working version. But when I import the same ...
4
votes
0answers
63 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 ...
2
votes
1answer
37 views

Cannot use the MultinormalDistribution code

I am trying to use the MultinormalDistribution code with the Quantile function to get the 0.01 quartile of the multinormal ...
0
votes
1answer
176 views

Random numbers in C++ and Mathematica gives wrong results? [closed]

I have the following strange phenomenon which puzzles me!: I have a piecewise constant probability density given as ...
0
votes
2answers
35 views

Simulate from an AR(1) process where the parameters vary over time

I would like to simulate from an AR(1) process, where the $\rho$ parameter in the process of the form: $X_t = \rho X_{t-1} + \epsilon_t$ varies over time. The path of $\rho$ and $var(\epsilon_t)$ ...
2
votes
2answers
139 views

How can I make an animated demonstration of the Wigner semicircle distribution?

With Mathematica 10, it's possible to draw the semicircle distribution of R. Wigner: ...
1
vote
2answers
73 views

Creating histograms with specified mean and intervals

I have a set of data that I want to create a histogram for. The thing is, I would like to set the center of the histogram to the mean of the dataset and the intervals to be the standard deviation. How ...
3
votes
2answers
70 views

PredictionBands and the presence of {0,0} point

We know from this post, that the default fitting method cannot handle data with a {0,0} point, and that there are alternative methods. But, with these alternative methods, the prediction bands ...
0
votes
1answer
29 views

Fit process parameters to a transformed AR(1) process

I would like to fit the parameters of an exponented AR(1) process using Mathematica's EstimatedProcess, however, the function does not seem to evaluate to anything. First of all I create the ...
1
vote
2answers
75 views

Performance in calculating maximum-likelihood- based estimates

My probability density function is a complicated one for which numerical estimation is necessary. Here my pdf: ...
2
votes
0answers
76 views

Computational Bayesian analysis in Mathematica: Any plans to develop MCMC?

Does anyone know if there are any plans to develop an MCMC capability in Mathematica? My reasoning for asking is that as it stands, I can't seem to find any 'out-of-the-box' functions/capabilities ...
1
vote
1answer
44 views

LogitModelFit bias term when using design matrix

I'm using the LogitModelFit function with a 32-columns design matrix and 0 or 1 output vector: LogitModelFit[{datax, datay}]. ...
0
votes
0answers
68 views

Autocorrelation of 3D Points

I'm trying to compute the autocorrelation of a list of points (x,y,z) in 3D. Can the CorrelationFunction or maybe ListCorrelate ...
0
votes
1answer
39 views

ANOVA on data with different lengths

I have data in the following form: ...
0
votes
1answer
96 views

how to scale the plot of PDF (t-distribution)

The directions in my book say: "To sketch the t distribution in Figure 3.11, simply multiply the abscissa t value by the scale factor and plot this against the ordinate of t at that point." So ...
0
votes
1answer
62 views

Sketch Probability density function [closed]

My question is : Suppose that the PDF of a random variable X is as follows: \begin{equation*} f(x) = \begin{cases} ce^{-2x} & \text {$x > 0$}\\ 0 & \text {otherwise}\\ ...
1
vote
1answer
74 views

How do you graph the confidence intervals that results from a GARCH over a time series?

Please, does someone know how to draw a confidence intervals (from the results of a GARCH (1,1)) in a way similar to these: *Asume an ARMA(1,1) fit the time series. Thank you very much
1
vote
0answers
94 views

How can I model the volatility, using a GARCH(1,1), of a time series of returns (and plot it) using Mathematica?

I know that if I use this code: tsm = TimeSeriesModelFit[ret, {"GARCH", {1, 1}}]; I can get the parameters using this: ...
5
votes
1answer
77 views

How to formally tell if one time series affects another?

In time series analysis, a correlogram, also known as an autocorrelation plot, is a plot of the sample autocorrelations. I'm rolling my own now and I'm not a statistician, but I think this sort of ...
0
votes
4answers
64 views

Mathematica & Statistics? [closed]

So, let's say you flip a coin 10 times, and call that 1 "event". If you run, 1,000,000 of these "events", what is the proportion of events that have heads between 0.4 and 0.6? Binomial probability ...
1
vote
1answer
89 views

Mean Preserving PDF Spreading

I have a histogram representing the PDF (probability density function) of an unknown discrete RV. The histogram is asymmetrical. Is there a known way in Mathematica to increase/decrease the variance ...
1
vote
1answer
64 views

Finding the true expectation

I have the density function and I want to determine its expected value ...
4
votes
2answers
171 views

When analytical and numerical methods do not agree - Case study with Maximum Likelihoods methods

Here is the probability distribution I am interested in: $$P(q)=C e^{4 n s q} q^{4 n \nu - 1} (1 - q)^{4 n \mu - 1}$$ , where $e$ is the constant of Euler and $C$ is constant so that the whole thing ...
4
votes
2answers
282 views

How to plot an implicit value funtion

Previous question has been solved (Gap in a continuous plot). Here is a new related question. ...
3
votes
1answer
99 views

How to make a diagnostic plot for the regression?

Context I am interested in LinearModelFit, and would like to make diagnostic plots using Mathematica. I cannot find them in Mathematica document center. For example, the following R program makes ...
3
votes
0answers
191 views

PairwiseScatterPlot with histograms along the diagonal

The built-in function PairwiseScatterPlot has been discussed for example here: Scatterplots for subsets of multivariate data [Updated]. However, I find it not very ...
2
votes
2answers
58 views

LogLikelihood[MultinomialDistribution[],{}] Not working?

LogLikelihood[MultinomialDistribution[100, {0.2, 0.3, 0.5}], {{10, 20, 70}}] -12.8338 No problem at all. ...
2
votes
2answers
106 views

Interpretation of CopulaDistribution [closed]

I was just wondering, when I call the CopulaDistribution function in Mathematica, am I calling its cumulative function or its density function? I have looked up ...
0
votes
0answers
43 views

Robust (White) estimation with LinearModelFit?

You can make a robust estimate (White) by LinearModelFit or GeneralizedLinearModelFit? Thanks.
0
votes
0answers
35 views

Mixture / Hierarchical Distribution from Conditional

How does Mathematica handle Hierarchical distributions. For example, if I have X|Y ~ Poisson(Z) Y ~ Exp(lambda) Z ~ Normal(0,1) First, of all, the distribution of X is only given conditionally and ...
0
votes
1answer
75 views

probability calculation with two independent normal RVs

I don't understand why Probability[X < Y, {X \[Distributed] NormalDistribution[0, 1], Y \[Distributed] NormalDistribution[0, 1]}] gives 1/2 while we know ...
1
vote
1answer
76 views

Method of moments using just the moments?

FindDistributionParameters (and EstimatedDistribution) can use "MethodOfMoments" as its ...
2
votes
0answers
92 views

The CorrelationMatrix is equal to corrcoef of Matlab?

I know that my question imply to know matlab, and this is not the right place, but i'm a physics student and i don't quite yet understand this concepts. When i make a LinearModelFit i can get a ...
1
vote
1answer
64 views

Find a probability with random variates from the same distribution

I'm trying to find Probability involving 3 random variates from the same distribution, but Mathematica does not seem to solve it. ...
0
votes
1answer
47 views

Central Limit Theorem - solve for a const, given probability

I hope this is not a very complicated question, but I have problems finding the answer. Quite often, I need to calculate something like this: $P(-a<\bar{x}<a) = p$, where $\bar{x}$ refers to the ...
1
vote
1answer
94 views

How to group box-and-whisker in parallel for comparison in BoxWhiskerChart?

I have two collections of data: xdata and ydata ...
2
votes
1answer
89 views

plot the numerical value of the average on a BoxWhiskerChart

Im using BoxWhiskerChart to get a boxplot of a matrix of two columns. I need to read the value of the sample average directly from the plot and not from the axes. ...
3
votes
2answers
172 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 ...
4
votes
2answers
259 views

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

I calculate the Kolmogrov-samirnov test statistic for the following data: ...