Questions on the statistical functions of Mathematica.

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0
votes
1answer
67 views

Variance/Standard Deviation with a Constant Vaule

When applying variance (Variance[10]) or standard deviation (StandardDeviation[10]) to a constant value in Mathematica, Should ...
1
vote
1answer
114 views

Skewness of distribution vs. skewness of distribution's PDF

I'm having trouble understanding why the skewness of built-in distributions is not the same as the skewness of their probability density functions. For example, the following are different (the first ...
3
votes
1answer
234 views

Testing for OLS Heteroscedasticity White's General Test

I've done my best to search the help and google White's test (http://en.wikipedia.org/wiki/White_test) in Mathematica. Can anyone point me to a function or Mathematica reference for this or do you ...
7
votes
1answer
174 views

Mathematica Reference Book on Reliability Engineering?

Can anyone suggest a reference book titled “Reliability Engineering Using Mathematica” or similar that contains the version 9 or version 10 functionality ? Some topics/chapters I would be interested ...
11
votes
1answer
1k views

Persistence length of a polymer chain

I'm trying to calculate the persistence length (Lp) of a polymer chain using Mathematica. The first and simplest method is to compare the EuclideanDistance between ...
0
votes
0answers
185 views

histogram fit for probability density

I am trying to fit the (probability density) histogram of some data with the exponential function, but I am having difficulties. My raw data are in file called ...
0
votes
1answer
112 views

Custom BoxWhisker Plot

I’d like to figure out how I can show my entire dataset overlaid on a box whisker plot. ...
1
vote
2answers
137 views

Discretizing data using quantiles in Mathematica

I am trying to discretize a long array of real numbers into a uniformly distributed integer array. To do this I am identifying the quantile where each real value sits and writing it out to the output ...
6
votes
1answer
118 views

Better way to get Fisher Exact?

I want to perform a Pearson's $\chi^2$ test to analyse contingency tables; but because I have small numbers, it is recommended to perform instead what is called a Fisher's Exact Test. This requires ...
3
votes
0answers
162 views

Sparse Principal Component Analysis

I'd like to run sparse PCA on some economic data. There appear to be several R functions available including elasticnet and PMA but I wanted to check if anyone had something coded up directly in MMA ...
5
votes
2answers
106 views

Best way to represent a joint distribution

The motivation for this question is producing a distribution that produces the gender and age of an individual when the distribution of ages depends on gender. Suppose I want a distribution which, ...
0
votes
0answers
174 views

Non linear model fit mathematica

I want to fit experimental data (temp,alpha) to the following equation for calculating k and Ea -Log[alpha]^n = function(k,Ea,temp) However i do not know ...
2
votes
2answers
99 views

Why I need Evaluate for the Plot of the probability density function of PolyaAeppliDistribution?

I encountered this when I was trying to answer this question. I just can't understand why the following code will only give a line at $y=0$: ...
1
vote
2answers
274 views

Calculating the Mean of a Truncated Multinormal Distribution

First, I'm a little disappointed that Mathematica balks at: Mean[TruncatedDistribution[{{0, Infinity}},MultinormalDistribution[{0}, {{1}}]]] Second, is the ...
1
vote
1answer
124 views

How can I show a rotated PDF plot superimposed on a ListPlot of the underlying data?

I have a set of 3 lifetime datasets in lists called values1, values2 and values3. values1 = {53377., 16542., 31418., 5629., 17654., 7365., 15797., 862., 76906., 10073.}; values2 = {74412., 15620., ...
-1
votes
2answers
188 views

Fitting a beta distribution to a probability density curve

If I have a spectral data set showing measured energy on the y-axis and frequency on the x-axis, how would I go about fitting this to a beta distribution? For example, lets say I had the data for the ...
3
votes
1answer
91 views

Expectation problem using empirical distribution

I am having trouble with this Mathematica command: ...
2
votes
5answers
269 views

Generating a list of integers that roughly satisfy a distribution

Say I have a normal distribution, NormalDistribution[25, 7] I'd like integers from 1 to 50, not sampled at random from that distribution, but sampled in a way ...
10
votes
2answers
202 views

Probability of the sum of the largest n samples

15 numbers are randomly chosen from U(0,1), what is the probability that the sum of largest four numbers is greater than 3.5? ...
4
votes
1answer
113 views

How to get an equivalent of WeightedData in Mathematica 8?

Is there an equivalent command of WeightedData (new in version 9) in Mathematica 8 or I have to define it by myself? I haven't found anything in the site or ...
4
votes
1answer
435 views

How does Mathematica estimate error on fit parameters?

When performing a fit using NonlinearModelFit (or any of Mathematica fitting functions, but I am particularly interested in nonlinear models), Mathematica makes a ...
2
votes
1answer
162 views

Judging the quality of fitting an EventData object to a distribution using LogRankTest

I have $389$ data points defined in an EventData object and want to judge the quality of fit of this data to a fitted $3$-parameter Weibull distribution. This ...
7
votes
2answers
364 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 ...
2
votes
0answers
101 views

Where can I find the Distributions Palette?

I was watching the "Statistics: Modeling with Statistical Distribution" Training Course http://www.wolfram.com/training/videos/DAT016/ and in one of the slides, the following image showed up. Does ...
3
votes
0answers
220 views

What exactly is “ParameterErrors” of NonlinearModelFit?

I am trying to get what I call a "$\chi^2$ fit". This means taking a function $f(x,p)$ of the variable $x$ with a parameter $p$ and finding the value of $p$ that minimizes the "distance" from a data ...
0
votes
1answer
163 views

plot an exponential statistical function

I have this exponential function, where j is unknown. How can I plot the variance function for $k= 0.1, \; 1, \;10$ $$f_{j,k}(y)=\frac{\sqrt{j}}{\sqrt{2 \pi}}e^{\sqrt{jk}}y^{-\frac{1}{2}} ...
7
votes
1answer
331 views

How does Mma compute Confidence Intervals?

I am trying to understand how Mma computes the Confidence Intervals after a NonlinearModelFit. Consider the following example: ...
0
votes
1answer
189 views

How do I select a random sample without replacement? [closed]

What is the module that selects a random sample of size k (without replacement) from a given population of size n, involving the command Subsets.
3
votes
1answer
121 views

I need a technique for determining and drawing a line where the density in a listplot jumps up suddenly

Basically I have a two dimensional list plot with a bunch of points between the square of (0,0) and (1,1). The y-values of these points are drawn from a uniform probability distribution between 0 and ...
0
votes
3answers
325 views

Plotting confidence intervals

The documentation for PDF has an example for plotting a confidence interval of a standard normal distribution: ...
3
votes
1answer
133 views

Calculate the covariance of a large matrix

I have to compute the covariance of 50 very large integer matrices (2500x2000 elements). However, according to my estimation this will take around 10 days. Do you have any ideas how to speed things ...
2
votes
2answers
42 views

Evaluating a SmoothKernelDistribution at a point

I would like to evaluate the value of the following SmoothKernelDistribution at the location, say, 2.35. What is the right way to do it? ...
5
votes
1answer
147 views

Reverse engineer a sample value from a CDF

The image below shows the cumulative distribution of a normal distribution with mean = 4 and standard deviation = 1. Notice that if you have a value with a rank of 0.8 (meaning it would be 80th item ...
3
votes
1answer
146 views

How could I improve this Central Limit Theorem demonstration speed- and content-wise?

My purpose is to demonstrate the Central Limit theorem by assuming two custom distributions, taking some random samples, calculating their means and ploting the results. Ideally, the histograms should ...
11
votes
3answers
194 views

How to efficiently find moments of a multinormal distribution?

I have a multinormal distribution with covariance matrix $\sigma$ and zero mean. I want to find moment $$ E[x_1^{r_1}x_2^{r_2}\cdots x_n^{r_n}] =\,? $$ Of course, there is a build-in function ...
0
votes
1answer
115 views

Understanding distribution chart

How to explain DistributionChart function in mathematica, For example: if I have ...
-3
votes
3answers
179 views

Statistical analysis of a data file and its Plot [closed]

As the title says, I have an external data file which contains thousands lines of data. The data file contains eight columns and here is what I would like to plot: Let's assume that the length of the ...
6
votes
2answers
823 views

How can I compute and plot the 95% confidence bands for a fitted logistic regression model?

I have a set of binary data that I' d like to fit a logistic regression model to and show the 95% confidence band around the fitted function. I can produce the regression model but how do I compute ...
0
votes
0answers
124 views

Discrete distribution binomial set up

I hope one of you guys can help me out. I am trying to visualize a discrete distribution based on a binomial distribution and a mixed binomial distribution. In the first step I started to determine ...
5
votes
1answer
109 views

PearsonChiSquareTest: set degrees of freedom

How to set degrees of freedom for PearsonChiSquareTest? I have this: ...
0
votes
1answer
109 views

Distance to a MultivariateStatistics median

I have a population of objects (each of which is described by a list of about a half-dozen real numbers), and I'd like to find some reasonable kind of distance between each of several different test ...
4
votes
1answer
160 views

Defining five-parameter Pearson distribution by moments

How do you derive (or where can I find a derivation of) the equations to match the five parameters of a general Pearson distribution to a mean, variance, skewness, kurtosis, and condition that the ...
3
votes
3answers
376 views

Log-log scale smooth histogram

How can I create a smooth histogram with a log-log scale? I can use Histogram[data, "Log", "LogCount"] to get a log-log histogram, or I can use ...
3
votes
1answer
125 views

How to Use ProbabilityScalePlot with Censored Data?

I am trying to reproduce a ProbabilityScalePlot of censored data shown here (see Sample Analysis Plot). Here is my Mathematica code. First I deal with the uncensored case. ...
6
votes
1answer
497 views

How do I calculate Standard Deviation confidence intervals in Mathematica?

I have a series of simulation results and I would like to demonstrate how the confidence interval for the mean and standard deviation decrease as the number of results increases. I have done this for ...
3
votes
1answer
161 views

DistributionFitTest with WeightedData?

My problem is related to statistical testing with weighted data. I have a data sample and I assume that a part of the data follows a specific distribution (Pareto). So I fit my data to a distribution ...
5
votes
1answer
614 views

Hodrick–Prescott filter (one-sided version)

I am interested in implementing Hodrick–Prescott filter (HP filter) on my time series data in Mathematica. I know that there is already a version of two-sided original filter for Mathematica (see ...
3
votes
4answers
217 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 ...
4
votes
1answer
352 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
1answer
96 views

Confidence level for Binomial

For 617519 first time births there were 317528 boys. Give an estimate with 99% confidence interval for the probability that the first time birth is a boy. I have searched for the confidence ...