Questions on the statistical functions of Mathematica.

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2
votes
1answer
111 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 ...
1
vote
1answer
20 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
96 views

Interpretation of CopulaDistribution

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
38 views

Robust (White) estimation with LinearModelFit?

You can make a robust estimate (White) by LinearModelFit or GeneralizedLinearModelFit? Thanks.
0
votes
0answers
30 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
69 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
60 views

Method of moments using just the moments?

FindDistributionParameters (and EstimatedDistribution) can use "MethodOfMoments" as its ...
2
votes
0answers
51 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
48 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. ...
-1
votes
0answers
17 views

how can I get the differece between a residual difference between a plot point and a 3d plane [duplicate]

I wish to both dynamically sum them up and also draw them rising or falling verically to the plane in the graph, is there a function to do this?
0
votes
1answer
38 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
votes
0answers
82 views

Im trying to get the total residual value from a plane of best fit

So I got the least squares plane in this question: How do I display the plane of best fit in 3D? However I need to wiggle the plain between its maximum error and its minimum on two of its three ...
1
vote
1answer
80 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
79 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
141 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
147 views

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

I calculate the Kolmogrov-samirnov test statistic for the following data: ...
3
votes
2answers
143 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
44 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
45 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
116 views

on Kolmogorov-Smirnov test

I found a problem to calculate Kolmogorov-Smirnov test statistic or p-value the data is ...
1
vote
1answer
100 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 ...
2
votes
1answer
55 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
115 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
57 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 ...
5
votes
2answers
135 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
93 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
152 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
97 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
95 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
76 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
78 views

How to include confidence intervals into ProbabilityScalePlot?

I use ProbabilityScalePlot[data, "Weibull"] to plot measured data and ...
3
votes
1answer
56 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
55 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
85 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
54 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
63 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
119 views

Statistics confusion

I have two data sets. When I do a QuantilePlot[data1, data2], I get the graph below. However, ...
4
votes
2answers
79 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
106 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
70 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
194 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
167 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
45 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
143 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
2answers
104 views

Correlation test issues

No error in 10.0.2 When using Correlation[] function I sometimes get the strange warning: ...
1
vote
1answer
118 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
62 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
58 views

Can I use boolean parameters in LogitModelFit?

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

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

Mathematica can't find a solution to this Expectation. ...