Questions on the statistical functions of Mathematica.
-1
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0answers
12 views
Statistics Question [migrated]
This is probably super simple to most of you on here, but I was chatted by a friend earlier with a question. It reads just like this:
...
8
votes
1answer
137 views
CorrelationTest small bug?
Consider two Normally distributed random variables:
x1 = RandomVariate[NormalDistribution[], {1000}];
x2 = RandomVariate[NormalDistribution[], {1000}];
I want to ...
10
votes
0answers
137 views
4
votes
1answer
114 views
AR(1) Process first term
I'm trying to generate a very simple AR(1) Process with Mathematica using the ARProcess[] function. The process must have the following format:
$Y_t = \alpha + ...
1
vote
1answer
118 views
Computing Correlations and p-values
I have two vectors $A$ and $B$ of length (say) $50$ or so, and I want to determine whether there is any correlation between their entries. I computed their correlation directly and found it to be ...
2
votes
1answer
145 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
2answers
137 views
Probability density histogram with unequal bin widths
I am confused by output of Histogram and HistogramList for probability density ("PDF") when ...
2
votes
1answer
58 views
Standard Deviation and StandardDeviationFilter
I found this scant description of StandardDeviationFilter in the documentation, implying one could use it to generate a moving standard deviation:
I've got a ...
2
votes
1answer
72 views
How to get confidence bands of parameters from a fitting procedure?
I have done fitting of data points with a given model that has two parameters (A and B), using NonlinearModelFit. The result of the fit is the maximum of the ...
0
votes
0answers
90 views
build and estimate a time series process
I want to generate an EGARCH process. My problem is that I do not see how to create new processes beyond those available.
The process itself is :
$$\epsilon(t) = \sigma(t) \eta(t)$$
...
4
votes
0answers
49 views
Is there a common name for OrderDistribution? [closed]
I can't seem to find any reference material on what Mathematica calls OrderDistribution via Google or Wolfram|Alpha or the ASA.
I can read what the Documentation ...
2
votes
4answers
122 views
Descriptive statistics of two events
I am trying to use the descriptive statistics feature of Mathematica to answer the following question: suppose I have two events, A and B, whose occurrence is described by a normal distribution around ...
0
votes
1answer
85 views
No Tukey Test on ANOVA package
I'm trying to use the ANOVA package and have mathematica display the Tukey PostTest, but all I get is this:
...
4
votes
1answer
138 views
Multinomial logistic regression
Has anyone done multinomial logistic regression in Mathematica?
The binomial case is essentially done on the LogitModelFit documentation page and works fine.
I am ...
1
vote
1answer
99 views
PDF on TransformedDistribution of two BinomialDistribution too slow
I'd been doing my own convolutions of distributions for some calculations, decided to use built-ins.
With
...
4
votes
2answers
526 views
How to use a 3×3 covariance matrix to plot an error ellipsoid?
I have a 3×3 error covariance in Mathematica, but I don't know how to use it for plotting the error ellipsoid. It would be great if you can show me how I can do that for the below covariance matrix:
...
2
votes
1answer
114 views
EmpiricalDistribution for Gini Coefficient Runs Slow
I am repurposing code that I found in this blog post (http://datavoreconsulting.com/sports/gini-coefficients-and-the-olympic-medal-race/) to generate the Gini coefficient for other data sets I am ...
2
votes
1answer
77 views
ConditionalEntropy and Statistics`Library`NConditionalEntropy
There is a function available from the Statistics`Library context called NConditionalEntropy that appears to compute ConditionalEntropy. Thus ...
...
5
votes
2answers
182 views
Plotting 2D Data with Categorical Data in One of the Dimensions
I have a 2D data set in the form of:
data={{Category, Integer}, {Category, Integer},{Category, Integer}...}
It is a pretty simple data set with four categories ...
6
votes
1answer
137 views
Obtaining standardised regression coeffiecients
Regression coefficients are the constant that indicate the rate of change in one variable as a function of change in another. Standardised regression coefficients are the same, but refer to a change ...
0
votes
1answer
109 views
Discrete 3D plots of median ratios of two 2D matrices of lists of values
Lets say I have 2 2D arrays where each cell contains a list of values:
Example:
...
5
votes
2answers
139 views
BoxWhiskerChart with logarithmic axes
I would like to make a following chart
Ideally I would also like to control the boxes position on a logarithmic x-axis.
Some inspiration how to do the latter may be found in the answer to my ...
3
votes
3answers
227 views
BoxWhiskerPlot - how to specify boxes position on the horizontal axis
Let's say I have a folowing set of data:
k = 1 : list of values
k = 3 : list of values
k = 10 : list of values
I know that to make a BoxWhiskerChart I have to ...
4
votes
2answers
169 views
Fitting data to an ARProcess using FindProcessParameters
I have 50 data points that I would like to represent as an AR(4) process. I'd like to over-plot the behaivor of the estimated process model with that of the original (raw) data before I use the model ...
2
votes
1answer
94 views
Using NSolve on an equation that involves Mean and TruncatedDistribution
What I would like to do is create a mixture distribution that has a specified mean by varying one parameter in the distribution. To do this I've written the following code;
...
4
votes
1answer
205 views
Using DistributionFitTest on custom distributions in Mathematica 8
I originally posted this question on Stack Overflow, but I didn't get any answers, and I'm hoping to have better luck here.
I'm trying to compute the goodness-of-fit of a bi-modal Gaussian ...
8
votes
1answer
335 views
Recommended book on random processes to understand new functionality in Mathematica 9?
I am interested in exploring the new functionality on random processes available in Mathematica 9, but I am not familiar with all of the underlying mathematics.
Could you recommend a book that ...
1
vote
1answer
161 views
Filtering Lists in Mathematica [duplicate]
Possible Duplicate:
Select/Delete with Sublist elements?
I need help in filtering long lists of x,y coordinates.Lets use the following list as an ...
0
votes
1answer
70 views
Draw from HistogramDistribution with ParallelTable
I wanted to check something, but ran into troubles using HistogramDistribution in combination with ParallelTable.
The code does the following: Compute a HistogramDistribution of some sample and use ...
0
votes
0answers
70 views
How to map over non-Null values in a list [duplicate]
Possible Duplicate:
Selectively Mapping over elements in a List
I have a list of distributions and a list of samples. I'm trying to calculate probabilities of some record being within one ...
1
vote
0answers
167 views
Matrix algebra vs. PrincipalComponents and Varimax/Oblimin
Using matrix algebra I can calculate loadings and scores from the covariance matrix (data matrix is column centered):
...
3
votes
1answer
165 views
How do you pattern match a DataDistribution
I have a function,
f[dist_, samp_]:=somework[dist, samp]
that I want to return Null or zero if passed a null distribution. I ...
8
votes
3answers
444 views
Forest plot with Mathematica 9
Does anyone have experience with or a package for the creation of forest plots in Mathematica 9?
For instance for subgroup analyses of cox model or meta-analysis (e.g rmeta package in R)?
4
votes
1answer
120 views
Representative Smooth Kernel Distribution from Truncated Distribution
I am trying to produce a better distribution from a dataset that is bounded to be greater than 0. Here is an example distribution from the documentation that mimics the behavior of the actual dataset:
...
2
votes
2answers
169 views
Generating a range of numbers according to some rules
I'm pretty new to Mathematica, and I'm mainly a programmer so I don't have a lot of knowledge about maths.
I want to generate a set of UNIQUE incremental numbers (series) according to the following ...
3
votes
1answer
188 views
EstimatedProcess hangs with documentation example
Not sure if this is a bug or a typo but for the first example of the ARMAProcess in Mathematica 9 we have:
...
8
votes
2answers
400 views
Finding distribution parameters of a gaussian mixture distribution
Short version: how to estimate the parameters of a mixture of multivariate normal distributions (i.e.: Gaussian mixture model)?
Long version.
I am trying to estimate the parameters of a mixture of ...
6
votes
1answer
193 views
Fix end point in smooth kernel distribution density
I am using some extreme value fitting method which results in a parametric distribution for values exceeding some threshold, all values $\geq 0$.
For smaller values I'd like to use a smooth kernel ...
6
votes
1answer
425 views
Grain(Particle) Size Distribution (PSD) Analysis with Mathematica
I would like to do an analysis of the grain size distribution of a Monte Carlo Grain Growth simulation I implemented based on the nice example by Rituraj Nandan (see Link).
The result of this ...
7
votes
1answer
165 views
Overlay of pdf using PairedHistogram in Mathematica
With a standard 1D histogram, I can generate a pdf overlay using Show and Plot.
I'd like to do something similar with ...
3
votes
1answer
144 views
Getting slightly different results in fitting a logit model in R and Mathematica
I'm fitting some data to a Logit model in both Mathematica and R and I'm getting slightly different results.
R code:
...
0
votes
1answer
157 views
Trying to plot this probability
Can anyone help me plot this?
log P(X >= x) = alpha logx
x=0.001 + k(0.001)
k= 0, ..., 100
I can't figure out the coding for this.. I've been trying this for a while, and can't seem to figure it ...
10
votes
1answer
216 views
Incorrect means of order statistics for the standard normal distribution
Table[Mean[OrderDistribution[{NormalDistribution[], 4}, i]], {i, 1, 4}] // N
(* {-1.02938, -6.47326, 0.297011, 1.02938} *)
Above are the means of order statistics ...
6
votes
1answer
165 views
Inconsistency in Histogram's “Probability” Binsize
Context
Let me define a Probability distribution (following the documentation and with some connection to this question)
...
9
votes
2answers
134 views
3
votes
0answers
154 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 ...
0
votes
1answer
176 views
How to create function that classifies sample data
I want to create expression, that classifies samples ( 4 weather features -> decision).
Example training data:
For the values that i have data for, I can use rules:
...
13
votes
5answers
2k views
Estimate error on slope of linear regression given data with associated uncertainty
Given a set of data, is it possible to create a linear regression which has a slope error that takes into account the uncertainty of the data?
This is for a high school class, and so the normal ...
4
votes
2answers
132 views
How to find the variance under the assumption that x follows some probability distribution
I am aware that we can find the expectation under the assumption that x follows some probability distribution, something like this:
...
1
vote
1answer
189 views
Problem with Estimating the parameters value of gamma distribution
can anyone please help me with this problem? I am trying to estimate parameters of gamma distribution (fitted into a set of data). Following are my command and the output produced by mathematica:
...
