Questions on the statistical functions of Mathematica.
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 ...
3
votes
1answer
386 views
stationary distribution of a transition matrix
How can I solve the stationary distribution of a finite Markov Chain? In other words, how can I estimate the eigenvectors of a transition matrix?
8
votes
1answer
229 views
BUGS-type calculations in Mathematica
Recently I have been teaching myself how to Bayesian calculations with the BUGS language (JAGS, in particular). However, I find myself wondering how one might use Mathematica to do similar ...
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 ...
4
votes
2answers
364 views
Clustering a bivariate data set with Mathematica
I need to partition a bivariate data set into predetermined "n" clusters and, at the same time, to fix the centroid position of each cluster. Is the ...
12
votes
2answers
510 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
308 views
Probability and distribution from actual data
Let's say I have some data from a real world system:
...
1
vote
2answers
174 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 ...
14
votes
3answers
411 views
How can I tell mathematica to generate an histogram from nominal data?
If I write:
Histogram[{1, 1, 1, 2, 2, 2}]
I get a nice histogram chart
but if I write
...
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:
...
15
votes
1answer
194 views
Polynomial expectations of generic distributions
Summary
Polynomial expectations depend only moments and cross moments of a multivariate distribution. I would like to use Expectation to compute polynomial ...
13
votes
1answer
370 views
Detecting and counting signals in list data: checking pulse rate
Hope this isn't too much of a basic question: I'm looking for some Mathematica functions, but I don't know which ones.
Background
I recently read about a simple technique for reading your body's ...
10
votes
0answers
565 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 ...
3
votes
1answer
99 views
NExpectation not up to expectations with Boole or Conditioned
Context
I am interested in computing numerically the number of extrema at a given threshold for random fields. These numbers are expectations of MultinormalDistributions.
Problem
This integral ...
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)
...
7
votes
0answers
254 views
Sensitivity Analysis: Global Sensitivity and Screening
I have a model which accepts several input parameters and now I want to study the sensitivity to certain parameters as described in here:
Cross Validated Answer and in Wikipedia.
There is also a link ...
6
votes
1answer
206 views
WinBUGS Interface
Has anyone created on WinBUGS (Bayesian inference Using Gibbs Sampling) interface with Mathematica similar to BugsXLA for Excel? I'd like to setup the model, define the evidence in a notebook and then ...
1
vote
2answers
144 views
Expectation over a list with nested-mapped expressions
I need expected values of a list where the random variable to take expectations over should be an input into expressions defined earlier. I suspect Set[] and SetDelayed[] tripped me. (Or Map and ...
1
vote
0answers
215 views
How to apply ANOVA test to K-Means clustering
I'm generally looking for how to apply ANOVA test to neural networks.I'm particularly interested in ANOVA tests for
clustering
function estimation
below is the code taken from K-means clustering ...
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
1answer
270 views
Using ANOVA with a “Repeated measures” / “Within-subjects” design
Repeated measures designs or "Within-Subjects" designs are very important in live sciences and social sciences. Unfortunately, Mathematica's ANOVA package is not able to analyze those designs. It only ...
6
votes
1answer
175 views
Support for Multidimensional Scaling (MDS)?
Does mathematica support MDS? Or, are there any libraries that support it?
Basically, I have points and a distance function defined between them, and I want to plot them in 2D space, trying to ...
9
votes
3answers
241 views
Different calculation of median and quartiles, bug in BoxWhiskerChart?
When you plot a dataset with BoxWhiskerChart passing over the box in the plot with your mouse pointer shows some specifics about the dataset (min and max values, ...
7
votes
2answers
349 views
What is the Mathematica equivalent for the Excel function tinv()?
TINV() returns the t-value of the Student's t-distribution as a function of the probability and the degrees of freedom. For example ...
11
votes
2answers
767 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 ...
8
votes
2answers
308 views
Bayesian Inference with Continuous prior distribution
Assume that we have a prior distribution for the probability of success as follows.
p = BetaDistribution[6, 14]
which we can graph as this
...
22
votes
1answer
406 views
How to augment the realm of functions Mathematica thinks it knows how to integrate symbolically
My question involves extending the functionality of Integrate over specific integrals in the most generic manner.
Specifically, is it possible to "hack into" ...
7
votes
2answers
1k views
Performing a chi-square goodness of fit test
How would I perform a chi-square goodness of fit test? I have tried the following, where my data consists of the observed values whilst the data pair contains the correct values. Then I use the ...
7
votes
1answer
600 views
Wald–Wolfowitz Runs Test
Does Mathematica 8 implement Wald–Wolfowitz runs test for randomness? I can't find it in the documentation. I would like to test some fit residuals.
9
votes
1answer
127 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 ...
4
votes
3answers
997 views
Doing a chi-square independence test in Mathematica
I have a matrix consisting of the following data:
Needs["HypothesisTesting`"]
data = {{11, 206}, {32, 1374}}
How would I make a chi-square independence test ...
2
votes
2answers
221 views
Non-linear trend reduction with missing data
How can I reduce a non-linear trend of some data series if there are parts of "no data", represented by the value 99999? For example:
...
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 ...
5
votes
3answers
279 views
14
votes
4answers
879 views
Efficiently generating n-D Gaussian random fields
I am interested in an efficient code to generate an $n$-D Gaussian random field (sometimes called processes in other fields of research), which has applications in cosmology. I wrote the following ...
0
votes
1answer
219 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 ...
5
votes
4answers
322 views
7
votes
1answer
236 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 ...
9
votes
1answer
168 views
What default theoretical distribution does Mathematica use in PearsonChiSquareTest?
I used Mathematica's function PearsonChiSquareTest to test whether the data were drawn from a normal distribution.
As in the reference, I expected Mathematica to compare the result to a normal ...
3
votes
2answers
342 views
Is there a function to calculate studentized range?
Is there a built-in function for studentized range or do I have to build it myself?
Is there a test of normality for the studentized range?
15
votes
1answer
736 views
Histograms with pre-counted data
I've got some large data sets which have been counted but not binned already - essentially, a list of pairs of values (not bins) and counts.* (Or, equivalently, it's been binned into too-small bins.) ...
7
votes
1answer
335 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 ...
10
votes
1answer
279 views
Cluster analysis returns questionable results
A few weeks ago I ran a cluster analysis on some economic data and (unfortunately only) now I found out that some results do not make sense. For instance I analyzed the development of unemployment ...
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 ...
7
votes
1answer
216 views
RandomVariate with a Discrete Distribution
Nature has provided me with a random variable $Z$ taking on the values $0, 1, 2, \ldots$, with probabilities $z_0, z_1, \cdots$. I can sample from the distribution of $Z$ reasonably efficiently (I ...
8
votes
2answers
319 views
Most efficient way to obtain samples from high-dimensional multivariate distributions?
Is MultinormalDistribution[] efficient and easy to use for high dimensions?
I have a variable $n$ representing the dimension of a Monte Carlo integration I do on a ...
4
votes
2answers
389 views
How to solve for an Z-Score of a T-Distribution?
I'm looking for the Z-Score for a distribution, where the integrated area sums up to 0.90. Unfortunately I always get an error from Mathematica, ...
10
votes
3answers
2k views
Showing the correlation of two variables using a plot
I have a list of $\{x_i,y_i\}$ pairs and I want to show that $x_i$'s and $y_i$'s have positive correlation. The result of ...
2
votes
4answers
1k views
Function for Autocorrelation
Is there a built in function to compute the autocorrelation of a signal ?
13
votes
3answers
454 views
Measure a DensityHistogram[] pair similarity
I study human vision and more specifically eye-movements.
"If we display 2 symmetrical patterns (20 min one after the other), will our gaze distribution be symmetric is my research question."
The 2 ...
