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 ...
2
votes
4answers
120 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 ...
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
...
8
votes
1answer
333 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 ...
0
votes
1answer
155 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
131 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:
...
2
votes
2answers
295 views
Total Variation Distance of probability matrix
How can I calculate the Total Variation Distance of a transition Matrix? is there any built in function? I've searched all documentation and haven;t found anything.
** More information:
Let me try ...
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
302 views
Probability and distribution from actual data
Let's say I have some data from a real world system:
...
9
votes
1answer
126 views
NExpectation behaves oddly with EmpiricalDistribution
My question concerns the usage of NExpectation and Expectation and why I see the behavior I see in the following example.
First ...
0
votes
1answer
218 views
How can an InverseQuantile or an interval valued Quantile function be implemented in Mathematica?
Quantile[] is the workhorse method in robust data analysis and statistics (see, eg Koenker's Quantile Regression). However, it should be complemented by an ...
7
votes
1answer
235 views
Random variables with transformed discrete distributions cannot be applied to Probability[] function?
I have two discrete uniform distributions over same support:
Dx = DiscreteUniformDistribution[{-8, 8}];
Dy = DiscreteUniformDistribution[{-8, 8}];
I use ...
7
votes
1answer
333 views
How do I calculate the probability of reaching mean residual life
I need to understand the Survival Analysis concept of "mean residual life (MRL)" and calculating probabilities for reaching it.
From another
discussion:
The MRL at time t is the mean additional ...
6
votes
2answers
1k views
Function to compute the probability of exactly one event occurring out of N independent events
Is there a built in function (or a function in one of the standard packages) that allows you to compute the probability of exactly one event occurring out of some known set of probabilities for N ...
