Questions on the statistical functions of Mathematica.

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-1
votes
1answer
292 views

How to find Mode of a list [closed]

I want to find the mode (i.e. most frequent element) of a list of values. I saw some example with distributions but I'm working with lists that contain numbers. Suppose that I have a lits like: ...
2
votes
0answers
45 views

How can I account for assumed X and Y errors when using findfit? [duplicate]

I'm using very noisy biological data, and I need to assume, when doing linear regression, that there are errors in both X and Y. ...
0
votes
0answers
98 views

Binomial Distribution (binomial model inspired by Merton)

Binomial Distribution (binomial model inspired by Merton) Hi I want to do the following and I hope that anyone of you can help me out. In short, I have a portfolio consisting of 10 companies, ...
17
votes
1answer
346 views
0
votes
2answers
561 views

How to generate a random data set with determined expected value and variance? [closed]

Recently I am doing my math homework and there is a question asking me to Come up with a dataset X that has at least 10 distinct numbers in it such that Expect[X] = 3.7, and Var[X] = 2.1. Actually I ...
1
vote
0answers
159 views

Simulations with MonteCarlo and Autoregressive methods

I am trying to find the best-fit trend for my data. Here I just generated it but let's say I don't know my data trend at all. ...
1
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0answers
544 views

Linear regression with x and y errors

I have a question about finding a linear regression weighted with x and y errors. I found the answer provided by 0x4A4D in Estimate error on slope of linear regression given data with associated ...
1
vote
1answer
322 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
0answers
59 views

Changing GeometricBrownianMotionProcess function

Since the function GeometricBrownianMotionProcess is given by Mathematica I have some technical questions. If we consider the following example: ...
8
votes
3answers
422 views

The default bandwidth of the SmoothKernelDistribution function

I am researching the Silverman rule of thumb for bandwidth selection. Below is a sample of my code, from which it seems that BW=63 is close to the default parameter given by Mathematica (2 images are ...
0
votes
0answers
366 views

Coefficient of determination (R squared) of EstimatedDistribution

I have estimated the distribution for a set of data as LogisticDistribution[3.5, 1.037]. How can I calculate and plot the coefficient of determination (R squared) ...
17
votes
3answers
3k 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
2answers
177 views

Stochastic problem

I have to organize a small sports league and I am puzzled on how to create the game plan. We are 8 persons playing table soccer with 2 vs. 2 matches. The idea is that each person plays once with ...
8
votes
2answers
504 views

How to define a new copula distribution family

The function CopulaDistribution can be used with the most well known kernels. I was wondering how I can add a new family of kernels in a way that it works in the ...
3
votes
1answer
395 views

How can I calculate the correlation dimension and/or the Lyapunov exponent of a time series using Mathematica

I have a pretty long time series (4000 data points). How can I calculate the Correlation dimension and/or Lyapunov exponent for such data? Please also advise on how to import the data as well.
7
votes
3answers
2k 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 ...
8
votes
1answer
194 views

CorrelationTest small bug?

Consider two Normally distributed random variables: x1 = RandomVariate[NormalDistribution[], {1000}]; x2 = RandomVariate[NormalDistribution[], {1000}]; I want to ...
4
votes
1answer
234 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 + ...
9
votes
3answers
453 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, ...
10
votes
2answers
317 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 ...
1
vote
1answer
120 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 ...
16
votes
5answers
6k views

Estimate error on slope of linear regression given data with associated uncertainty

Given a set of data, is it possible to create a linear regression which has a slope error that takes into account the uncertainty of the data? This is for a high school class, and so the normal ...
1
vote
2answers
386 views

Probability density histogram with unequal bin widths

I am confused by output of Histogram and HistogramList for probability density ("PDF") when ...
2
votes
0answers
523 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 ...
7
votes
1answer
225 views

Overlay of pdf using PairedHistogram in Mathematica

With a standard 1D histogram, I can generate a pdf overlay using Show and Plot. I'd like to do something similar with ...
1
vote
0answers
278 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): ...
2
votes
1answer
117 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 ...
3
votes
1answer
267 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 ...
4
votes
2answers
3k 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: ...
7
votes
1answer
812 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.
0
votes
1answer
131 views

No Tukey Test on ANOVA package

I'm trying to use the ANOVA package and have mathematica display the Tukey PostTest, but all I get is this: ...
5
votes
1answer
520 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 ...
2
votes
1answer
157 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
168 views

ConditionalEntropy and Statistics`Library`NConditionalEntropy

There is a function available from the Statistics`Library context called NConditionalEntropy that appears to compute ConditionalEntropy. Thus ... ...
5
votes
2answers
561 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
2k views

Function for Autocorrelation

Is there a built in function to compute the autocorrelation of a signal ?
6
votes
1answer
211 views

Obtaining standardised regression coeffiecients

Regression coefficients are the constant that indicate the rate of change in one variable as a function of change in another. Standardised regression coefficients are the same, but refer to a change ...
10
votes
2answers
2k 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 ...
16
votes
4answers
2k 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
148 views

Discrete 3D plots of median ratios of two 2D matrices of lists of values

Lets say I have 2 2D arrays where each cell contains a list of values: Example: ...
4
votes
3answers
655 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 ...
4
votes
2answers
442 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 ...
2
votes
1answer
134 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; ...
11
votes
2answers
1k views

Finding distribution parameters of a gaussian mixture distribution

Short version: how to estimate the parameters of a mixture of multivariate normal distributions (i.e.: Gaussian mixture model)? Long version. I am trying to estimate the parameters of a mixture of ...
8
votes
1answer
537 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 ...
6
votes
1answer
321 views

Fix end point in smooth kernel distribution density

I am using some extreme value fitting method which results in a parametric distribution for values exceeding some threshold, all values $\geq 0$. For smaller values I'd like to use a smooth kernel ...
2
votes
1answer
1k 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
1answer
100 views

Draw from HistogramDistribution with ParallelTable

I wanted to check something, but ran into troubles using HistogramDistribution in combination with ParallelTable. The code does the following: Compute a HistogramDistribution of some sample and use ...
3
votes
1answer
231 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 ...
7
votes
1answer
268 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 ...