Questions on the statistical functions of Mathematica.

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4
votes
1answer
134 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
241 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: ...
4
votes
1answer
177 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 ...
4
votes
1answer
387 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
112 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 ...
4
votes
1answer
95 views

Correlation test issues

When using Correlation[] function I sometimes get the strange warning: ...
4
votes
1answer
630 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 ...
4
votes
1answer
263 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
1answer
143 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. ...
4
votes
0answers
100 views

Given two samples, how does LocationTest select its AutomaticTest?

How does LocationTest select its "AutomaticTest" when testing two samples? Background: A previous post poses a similar question ...
4
votes
0answers
340 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 ...
3
votes
4answers
221 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 ...
3
votes
3answers
477 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
2answers
327 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: ...
3
votes
2answers
807 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
3answers
227 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
2answers
129 views

How can I best plot timestamps by frequency-to-date?

I have a site called Sudomemo. I record when I first see a user in the database; and I've exported it in JSON format, located here. http://www.sudomemo.net/statistics/firstSeenDump.php I've done ...
3
votes
1answer
237 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
2answers
341 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 ...
3
votes
1answer
245 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
131 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 ...
3
votes
1answer
189 views

ConditionalEntropy and Statistics`Library`NConditionalEntropy

There is a function available from the Statistics`Library context called NConditionalEntropy that appears to compute ConditionalEntropy. Thus ... ...
3
votes
1answer
173 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 ...
3
votes
2answers
286 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 ...
3
votes
1answer
805 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
153 views

How to change type order in PearsonDistribution?

I need to estimate a Pearson distribution from a batch of tables tab: ...
3
votes
1answer
57 views

How to use a custom CDF in a Kolmogorov-Smirnov test

How do I use a custom CDF that I defined for a Kolmogorov-Smirnov test. I have one input vector of data whose CDF I claim to have derived but want to check whether it agrees with my closed form ...
3
votes
1answer
96 views

Expectation problem using empirical distribution

I am having trouble with this Mathematica command: ...
3
votes
2answers
110 views

RandomFunction and Histograms

RandomFunction[QueueingProcess[3, 5], {0, 15}] Histogram[data, Automatic, "PDF"] gives a very nice way to see the histogram based on the specified process. ...
3
votes
1answer
55 views

TransformedDistribution with respect to new variable

Given a custom pdf $f_x(x)$, I'm trying to find it's transformation $f_y(y)$ where $$y=x^2$$ and $$f_x(x)=30*x^2 (1 - x)^2, 0<x<1$$ I tried to using the following commands: ...
3
votes
2answers
300 views

SinglePredictionBands versus MeanPredictionBands from NonlinearModelFit

From my Statistics lectures I know the term confidence and prediction interval, whereas the confidence interval is smaller than the prediction interval. If I plot the mean and single prediction bands ...
3
votes
1answer
178 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 ...
3
votes
1answer
472 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.
3
votes
0answers
51 views

How to derive SinglePredictionBands from a NonlinearModelFit model

I have found NonlinearModelFit to be extremely useful in my work. Here I have fit 4 points to a function and am being asked to explain how the 95% SinglePredictionBands associated with the plot below ...
3
votes
0answers
187 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 ...
3
votes
0answers
209 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
2answers
120 views

How do I display the plane of best fit in 3D?

I'm trying to display the plane of best fit in the same 3D-box. Currently, I have the following code which spits out a plot of the points in 3D. I want to have a plane of best fit, can Mathematica do ...
2
votes
2answers
169 views

Measures of association, Concordant and Discordant

I want to calculate concordant and discordant pairs on nx2 tables. ...
2
votes
3answers
237 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
2answers
182 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 ...
2
votes
5answers
349 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 ...
2
votes
2answers
48 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? ...
2
votes
1answer
2k 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 ...
2
votes
1answer
96 views

How to find all possible correlations between n vectors

Given the Matrix ...
2
votes
1answer
169 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

plot the numerical value of the average on a BoxWhiskerChart

Im using BoxWhiskerChart to get a boxplot of a matrix of two columns. I need to read the value of the sample average directly from the plot and not from the axes. ...
2
votes
1answer
84 views

Probability evaluation fails with equals condition

The following evaluation fails (the result is just the copy of the input) $$\text{Probability}[0<x\leq a | x-y=t,\{x\ {ExponentialDistribution}[\lambda ],y\ {ExponentialDistribution}[\lambda ...
2
votes
1answer
75 views

ZTest result not making sense

I'm using version 10. I'm having difficulty with understanding why I'm getting some output from the ZTest function. Here is the code for my specific example. ...
2
votes
1answer
121 views

Compute symbolic Expectation of a summation

I am required to computed following Expectations : $E[\displaystyle\sum\limits_{i=1}^N \frac{X_{i}}{N}] = \bar{x}_{0}$ & $E[\displaystyle(\sum\limits_{i=1}^N \frac{X_{i}}{N})^2] = ...
2
votes
2answers
109 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 $y=0$: ...