Tagged Questions

2
votes
1answer
143 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 ...
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 ...
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 ...
2
votes
2answers
168 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 ...
8
votes
2answers
397 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 ...
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 ...
4
votes
2answers
246 views

How to fit one distribution to another?

I have a custom distribution created to model some experimental observations. While too complicated to include in this question, I can provide an example and some illustrations to convey a sense of ...
12
votes
2answers
507 views

Obtaining joint distributions and conditional distributions using Mathematica

I have two multivariate Gaussian distributions $p(x)$ and $p(z)$ with mean vectors $m_x$ and $m_z$, and covariance matrices $\Sigma_x$ and $\Sigma_z$. my model is a simple linear model $x = W z+n$ ...
7
votes
1answer
303 views

Probability and distribution from actual data

Let's say I have some data from a real world system: ...
3
votes
2answers
130 views

How to change type order in PearsonDistribution?

I need to estimate a Pearson distribution from a batch of tables tab: ...
11
votes
1answer
139 views

How does bandwidth selection work for low-variance dimensions with KernelMixtureDistribution?

I am puzzled because this toy example (in Mathematica 8) ...
2
votes
3answers
180 views

How to Compute Aggregate Best and Worst Cases for a Large Number of Estimates?

I need to aggregate multiple estimations, but I haven't been able to find a built-in function in Mathematica that aggregates multiple probablity estimations (I am specially interested in estimations ...
11
votes
2answers
762 views

Standard errors for maximum likelihood estimates in FindDistributionParameters

I am trying to fit a non-standard pdf to data and FindDistributionParameters works great, and gives me the parameters of the distribution back using maximum ...
10
votes
2answers
229 views

What do the options of SmoothKernelDistribution do?

The function SmoothKernelDistribution has three options that are not described in too much detail in the Mathematica's help window. InterpolationPoints: What is ...