Questions on the statistical functions of Mathematica.

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0
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0answers
28 views

R^2 values for piecewise regression

So I've used NonlinearModelFit on a Piecewise function and gotten a nice little piecewise regression. This is what my code looks like: ...
8
votes
1answer
172 views
0
votes
0answers
47 views

Is there any way to perform an ANOVA test given $n$, $\bar{x}$ and $S^2$?

Suppose I have the following data about the incomes of residents of three cities. $$ \begin{array}{|l|c|c|c|} \hline & n & \bar{x} & S^2 \\ \hline \text{City A} & 10 & 2.8 & ...
2
votes
1answer
65 views

trajectory density plot

I want to make a plot that shows the density of trajectories (x-y plots). In other words I want a plot that's analogous to this but with curves instead of points as data. Here's what I'm doing ...
4
votes
1answer
160 views

FWHM of an image

What is a resourceful method to calculate FWHM (full width at half the max) of every column in an image. Assuming the image is having a very high resolution for example 1944 x 2592. Logic so far ...
2
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0answers
34 views

Covariance matrix estimation when number of variables is larger than number of observations

It is well known that the sample covariance matrix estimator results in a singular matrix if the variables is larger than the number of observations. One solution is to apply shrinkage estimators. ...
24
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0answers
341 views

Summer Solstice Spurious Correlations Challenge

I came across this hilarious web site that has charts of bizarre "correlations" between disparate categories. Results like this: In the spirit of my summer solstice shedding spuriously earned rep. ...
2
votes
1answer
73 views

P-Values are inconsistent when using DistributionFitTest repeatedly

I am attempting to become more familiar with the DistributionFitTest, specifically the distributions it yields and their fittedness. What I have found is that when I generate random data, fit it, and ...
2
votes
1answer
104 views

Mathematica equivalent of `qnorm` or `invNorm`

In R and TI-89 you can do qnorm(prob, mu, sigma) or invNorm(prob, mu, sigma) to get a value of ...
0
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0answers
4 views

Estimating logistic regression function [migrated]

I have a function f=(1-exp(-betax))/(1+exp(-betax)), I want to estimate beta I estimated beta in a version of this i.e f1=exp(betax)/(1+exp(betax)) using the following code in R ...
0
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0answers
47 views

NIntegrate unexpectedly returns complex number

I am attempting to visualise the effect of shift parameter $\gamma$ on the 3-parameter log-normal distribution. $$pdf(x;\mu,\sigma,\gamma) = ...
0
votes
1answer
87 views

How to make a cumulative time plot?

So I'm working with this data set where there is just one input(a date and time) per line in a .csv file. I've let Mathematica understand the input using "DateStringFormat". The time looks like ...
5
votes
0answers
75 views

Forecasting problem with Geometric Brownian Motion in Wolfram Mathematica [closed]

I'm a full time undergraduate student from Peru, and I'm trying to use the Geometric Brownian Motion example used in the help section from Wolfram Mathematica in order to forecast future stock ...
1
vote
1answer
49 views

FindDistributionParameters and Test Options

This is very much related to my earlier post FindDistributionParameters and Hypothesis Testing. However, I did not get a satisfactory anaswer and it keeps bugging me. I am trying to get help this time ...
2
votes
1answer
64 views

Performance of a bootstrap - time of computation not linear with number of iterations

I'm doing a bootstrap based on this thread with the following code (file.txt here): ...
3
votes
2answers
110 views

Contour lines over SmoothDensityHistogram

I am using SmoothDensityHistogram on a data set of the form {{x1, y1}, {x2, y2}, …, {x_n, y_n}}, and I would like to also show ...
0
votes
1answer
104 views

Calculate the standard deviation between two sets of data points

I have two sets of data points, ...
5
votes
1answer
80 views

Actual bins used for Pearson Chi Square Test

PearsonChiSquareTest[data, dist] computes bins for data as a step towards calculating the test statistic. For continuous ...
0
votes
0answers
44 views

Compute Mean and Variance for Random Choice

I have data ...
0
votes
1answer
32 views

Manipulating the output of EllipsoidQuantile

I am trying to manipulate the output of EllipsoidQuantile to find the area in the next line. I can easily find the 95% confidence interval and this generates an ...
5
votes
3answers
288 views

How to find max difference with the same x between two functions?

For example, I have function TF[y_] = 2 / Pi * ArcSin[y] And I have CDF: ...
4
votes
1answer
98 views

ANOVA test on dataset

I have a dataset with 3 groups and two variables. I want to do ANOVA test on the three groups for each variable. Does anyone know how to do this? ...
2
votes
0answers
39 views

Marginal distribution with weight

Given a multi-variate distribution $P(\mathbf{x},\mathbf{y})$, I would like to obtain the marginal distribution $$P_m(\mathbf{x})=\sum\int_{\mathbf{y}}P(\mathbf{x},\mathbf{y})W(\mathbf{y})$$ In my ...
5
votes
4answers
315 views

How to plot frequency polygon?

I have data sample. Built and plotted histogram based on the sample. How can I plot frequency polygon now? That's example of the desired result. Here is code: ...
0
votes
0answers
36 views

Attributes of statistics functions

Do statistics functions have some kind of attribute which ignore non-number (Indeterminate, ComplexInfinity, calculation "errors") elements of a list?
3
votes
2answers
94 views
1
vote
1answer
83 views

How do I create a histogram of the binomial distribution for, say, p=.5 after 10 trials?

I apologize if this is question is too simple, if so it's because I'm a beginner. Anyway, it was easy enough to create a list plot, but I couldn't find out how to create an output that displays the ...
1
vote
2answers
48 views

BoxWhiskerChart Vertical Line

I have made a box plot to show the spread of past paper results for my A2 exams so I can easily see which subject need more work! ...
0
votes
0answers
20 views

Derived distribution

I'm trying to solve a parametric DE in the unknown z(t,r), where the distribution of r is known, and obtain the derived ...
0
votes
1answer
69 views

Interpreting P-Value on ParameterTable

When using LinearModelFit[] we can generate a table of parameter values and statistics for the corresponding model using the property "ParameterTable". Looking in the documentation I can't find an ...
10
votes
2answers
309 views

How to remove outliers from data

I have a data with noise which some times includes significant outliers. The position of the outliers are random. For example: ...
3
votes
1answer
256 views

How to draw confidence ellipse from a covariance matrix?

I am studying a two-dimensional dataset, whose mean vector and covariance matrix are the following: ...
2
votes
1answer
84 views

how to calculate the covariance of sample central moments

$\bar{x}= \sum_{i=1} ^{n} \frac{1}{n}x_{i}$ $m_1=\sum _{i=1} ^{n} \frac{1}{n} (x_{i}-\bar{x})$ $m_2=\sum _{i=1} ^{n} \frac{1}{n} (x_{i}-\bar{x})^2 $ $m_3=\sum _{i=1} ^{n} ...
2
votes
1answer
41 views

Is this behavior of DistributionFitTest together with StableDistribution a bug?

I have been using DistributionFitTest to fit the following data: ...
4
votes
2answers
115 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: ...
8
votes
1answer
303 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
47 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
59 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
48 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
76 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
65 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
38 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
73 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
2answers
53 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
198 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
42 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
171 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
92 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
73 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
38 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 ...