Questions on the statistical functions of Mathematica.
5
votes
3answers
279 views
5
votes
2answers
180 views
Plotting 2D Data with Categorical Data in One of the Dimensions
I have a 2D data set in the form of:
data={{Category, Integer}, {Category, Integer},{Category, Integer}...}
It is a pretty simple data set with four categories ...
5
votes
4answers
322 views
5
votes
2answers
139 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 ...
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 ...
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:
...
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, ...
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 ...
4
votes
2answers
521 views
How to use a 3×3 covariance matrix to plot an error ellipsoid?
I have a 3×3 error covariance in Mathematica, but I don't know how to use it for plotting the error ellipsoid. It would be great if you can show me how I can do that for the below covariance matrix:
...
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
1answer
136 views
Multinomial logistic regression
Has anyone done multinomial logistic regression in Mathematica?
The binomial case is essentially done on the LogitModelFit documentation page and works fine.
I am ...
4
votes
2answers
167 views
Fitting data to an ARProcess using FindProcessParameters
I have 50 data points that I would like to represent as an AR(4) process. I'd like to over-plot the behaivor of the estimated process model with that of the original (raw) data before I use the model ...
4
votes
1answer
120 views
Representative Smooth Kernel Distribution from Truncated Distribution
I am trying to produce a better distribution from a dataset that is bounded to be greater than 0. Here is an example distribution from the documentation that mimics the behavior of the actual dataset:
...
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 ...
4
votes
1answer
114 views
AR(1) Process first term
I'm trying to generate a very simple AR(1) Process with Mathematica using the ARProcess[] function. The process must have the following format:
$Y_t = \alpha + ...
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 ...
3
votes
3answers
225 views
BoxWhiskerPlot - how to specify boxes position on the horizontal axis
Let's say I have a folowing set of data:
k = 1 : list of values
k = 3 : list of values
k = 10 : list of values
I know that to make a BoxWhiskerChart I have to ...
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?
3
votes
1answer
144 views
Getting slightly different results in fitting a logit model in R and Mathematica
I'm fitting some data to a Logit model in both Mathematica and R and I'm getting slightly different results.
R code:
...
3
votes
1answer
165 views
How do you pattern match a DataDistribution
I have a function,
f[dist_, samp_]:=somework[dist, samp]
that I want to return Null or zero if passed a null distribution. I ...
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?
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:
...
3
votes
1answer
188 views
EstimatedProcess hangs with documentation example
Not sure if this is a bug or a typo but for the first example of the ARMAProcess in Mathematica 9 we have:
...
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 ...
3
votes
0answers
154 views
Mathematica Complains about Non Symmetric Covariance matrix, when it's not the case
I was doing some fitting with Mathematica7 using NonlinearModelFit. It's quite long the program to do the fit and that's why I am not displaying here ...
It goes ok, and I can get the fit parameters ...
2
votes
4answers
1k views
Function for Autocorrelation
Is there a built in function to compute the autocorrelation of a signal ?
2
votes
4answers
122 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 ...
2
votes
2answers
237 views
Conditional T distribution
Suppose $(X,Y)$ has a bivariate t distribution. I want to plot the density of the conditional density of $Y$ given $X$, i.e. $Y|X$. I wonder why the following does not work:
...
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 ...
2
votes
1answer
113 views
EmpiricalDistribution for Gini Coefficient Runs Slow
I am repurposing code that I found in this blog post (http://datavoreconsulting.com/sports/gini-coefficients-and-the-olympic-medal-race/) to generate the Gini coefficient for other data sets I am ...
2
votes
1answer
71 views
How to get confidence bands of parameters from a fitting procedure?
I have done fitting of data points with a given model that has two parameters (A and B), using NonlinearModelFit. The result of the fit is the maximum of the ...
2
votes
1answer
77 views
ConditionalEntropy and Statistics`Library`NConditionalEntropy
There is a function available from the Statistics`Library context called NConditionalEntropy that appears to compute ConditionalEntropy. Thus ...
...
2
votes
1answer
94 views
Using NSolve on an equation that involves Mean and TruncatedDistribution
What I would like to do is create a mixture distribution that has a specified mean by varying one parameter in the distribution. To do this I've written the following code;
...
2
votes
2answers
169 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 ...
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:
...
2
votes
1answer
58 views
Standard Deviation and StandardDeviationFilter
I found this scant description of StandardDeviationFilter in the documentation, implying one could use it to generate a moving standard deviation:
I've got a ...
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 ...
2
votes
1answer
145 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 ...
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 ...
1
vote
1answer
160 views
Filtering Lists in Mathematica [duplicate]
Possible Duplicate:
Select/Delete with Sublist elements?
I need help in filtering long lists of x,y coordinates.Lets use the following list as an ...
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
1answer
118 views
Computing Correlations and p-values
I have two vectors $A$ and $B$ of length (say) $50$ or so, and I want to determine whether there is any correlation between their entries. I computed their correlation directly and found it to be ...
1
vote
2answers
136 views
Probability density histogram with unequal bin widths
I am confused by output of Histogram and HistogramList for probability density ("PDF") when ...
1
vote
1answer
189 views
Problem with Estimating the parameters value of gamma distribution
can anyone please help me with this problem? I am trying to estimate parameters of gamma distribution (fitted into a set of data). Following are my command and the output produced by mathematica:
...
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
...
1
vote
0answers
7 views
Distribute and analyze large datasets
I need to analyze very large datasets, and they obviously don't fit in a computer memory. I need to make this statistics, and this brings me here:
How can I make some stats on distributed datasets?
...
1
vote
0answers
167 views
Matrix algebra vs. PrincipalComponents and Varimax/Oblimin
Using matrix algebra I can calculate loadings and scores from the covariance matrix (data matrix is column centered):
...
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 ...
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 ...
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 ...
