Questions on the statistical functions of Mathematica.

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1
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3answers
155 views

Plotting a frequency function

I have a list of numbers and I want to plot the fraction of numbers >= k against k which will naturally be a decreasing curve. How do I do that?
8
votes
1answer
175 views

Inconsistent DistributionFitTest results?

In pondering this question, I used Mariana's function to generate the following data. ...
0
votes
1answer
71 views

What is the meaning of Automatic in goodness of fit test?

I can't find what is the distribution corresponding to the default option in: DistributionFitTest[data, Automatic, "HypothesisTestData"]; Is it N(0,1), uniform?
1
vote
2answers
64 views

CDF of TransformedDistribution Not Returned And No Error Message Produced

I am unable to get Mathematica to return the CDF of a distribution produced by TransformedDistribution. It "executes" for 6 hours on my machine and then returns a blank plot. Could someone execute the ...
1
vote
1answer
94 views

Extracting Imported Information

What I want to do is to compare the relationship between the consumption of say beer and wine using scatter plots where each point designates the particular country (preferably named). I have tried to ...
0
votes
1answer
69 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
132 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 ...
4
votes
1answer
314 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 ...
0
votes
0answers
255 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
126 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
146 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
141 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 ...
5
votes
1answer
274 views

Estimation of vector autoregressive (VAR) process

To estimate 1-dimensional VAR process (which is AR process) you can easily use functions EstimatedProcess or ...
3
votes
0answers
182 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 ...
0
votes
0answers
189 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 ...
5
votes
2answers
115 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, ...
2
votes
2answers
105 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
1answer
128 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., ...
3
votes
1answer
95 views

Expectation problem using empirical distribution

I am having trouble with this Mathematica command: ...
-1
votes
2answers
207 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 ...
7
votes
1answer
200 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 ...
2
votes
5answers
305 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
208 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? ...
6
votes
3answers
141 views

Expected sum of largest 3

I pick 4 numbers from the Uniform Distribution. I need the expected value of the sum of the 3 largest. I am pretty sure that the answer is 9 / 5 which agrees with a simulation. I would like to get ...
8
votes
1answer
255 views

How does LocationTest choose its “AutomaticTest”?

Is there a way of determining how LocationTest chooses its "AutomaticTest"? Sometimes it's clear from the ...
4
votes
1answer
125 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 ...
2
votes
0answers
104 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
296 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
166 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}} ...
0
votes
1answer
201 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
125 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
358 views

Plotting confidence intervals

The documentation for PDF has an example for plotting a confidence interval of a standard normal distribution: ...
4
votes
1answer
151 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 ...
7
votes
1answer
386 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: ...
2
votes
2answers
45 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
153 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
160 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
204 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
122 views

Understanding distribution chart

How to explain DistributionChart function in mathematica, For example: if I have ...
3
votes
2answers
315 views

KolmogorovSmirnovTest[] On Frequency Data

I have two observed frequency data, let say f1 = {100, 200, 150, 100, 50}; f2 = {110, 195, 160, 105, 40}; and i want to know whether these random samples belong ...
2
votes
1answer
165 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 ...
-3
votes
3answers
184 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 ...
4
votes
1answer
562 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 ...
0
votes
0answers
132 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
113 views

PearsonChiSquareTest: set degrees of freedom

How to set degrees of freedom for PearsonChiSquareTest? I have this: ...
3
votes
3answers
446 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
3answers
223 views

How to partition a list into sublists in a similar way to Histogram

I have a list of list as below (I show part of it) ...
3
votes
1answer
133 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
532 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 ...
4
votes
1answer
172 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 ...