Questions on the statistical functions of Mathematica.

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0answers
583 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 ...
4
votes
2answers
272 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
3answers
1k 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
581 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
750 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
115 views

Iterating distributions

I want to calculate the distribution that comes from summing up random numbers between -0.5 and 0.5. A computationally intensive version of doing this is to simply do the following: ...
4
votes
3answers
689 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 ...
4
votes
2answers
293 views

How to plot an implicit value funtion

Previous question has been solved (Gap in a continuous plot). Here is a new related question. ...
4
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2answers
158 views

QuantilePlot silliness

When I do a quantile plot of two large data sets (in my case, each of them of size around 3 million), the resulting notebook cell is huge, and if you save it as PDF, the resulting PDF is 13MB in size. ...
4
votes
1answer
527 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 ...
4
votes
1answer
175 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 ...
4
votes
2answers
435 views

How to make a conditioning plot?

I'd like to make a conditioning plot just like coplot in R. Is there a pre-made solution or do I have to make a bunch of plots individually? Edit: This is an example from r screenshots. It is a way ...
4
votes
2answers
83 views

Behavior of Commonest when there is an even split between the elements of the list it is given

How can I alter Commonest so that, when I give it an input of four zeroes and ones such as $\{0,1,1,0\}$, which has an even split in its elements, it returns the ...
4
votes
1answer
473 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
182 views

When analytical and numerical methods do not agree - Case study with Maximum Likelihoods methods

Here is the probability distribution I am interested in: $$P(q)=C e^{4 n s q} q^{4 n \nu - 1} (1 - q)^{4 n \mu - 1}$$ , where $e$ is the constant of Euler and $C$ is constant so that the whole thing ...
4
votes
2answers
110 views

Correlation test issues

No error in 10.0.2 When using Correlation[] function I sometimes get the strange warning: ...
4
votes
1answer
187 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
247 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
219 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
449 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
115 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
157 views

FWHM of an image

What is a resourceful method to calculate FWHM (full width at half the max) of every column in an image. Assuming the image is having a very high resolution for example 1944 x 2592. Logic so far ...
4
votes
1answer
632 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.
4
votes
1answer
98 views

ANOVA test on dataset

I have a dataset with 3 groups and two variables. I want to do ANOVA test on the three groups for each variable. Does anyone know how to do this? ...
4
votes
1answer
1k 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
312 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
191 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
73 views

RandomVariate, MSE and Cramer-Rao bound calculation

I'm using the following code to plot the variance of a moment estimate of a parameter of Rice distribution and its' Cramer-Rao bound. First I generate $10^3$ vectors $\texttt{R}$ ($10^3$ elements ...
4
votes
0answers
126 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 ...
3
votes
4answers
231 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
1answer
246 views

How to draw confidence ellipse from a covariance matrix?

I am studying a two-dimensional dataset, whose mean vector and covariance matrix are the following: ...
3
votes
2answers
236 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 ...
3
votes
2answers
356 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
1k 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
2answers
93 views
3
votes
3answers
256 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
194 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
267 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
446 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
240 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
3k 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 ...
3
votes
1answer
266 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
154 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
2answers
110 views

Contour lines over SmoothDensityHistogram

I am using SmoothDensityHistogram on a data set of the form {{x1, y1}, {x2, y2}, …, {x_n, y_n}}, and I would like to also show ...
3
votes
2answers
73 views

PredictionBands and the presence of {0,0} point

We know from this post, that the default fitting method cannot handle data with a {0,0} point, and that there are alternative methods. But, with these alternative methods, the prediction bands ...
3
votes
1answer
218 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
1answer
198 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 ...
3
votes
2answers
336 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
968 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
1answer
110 views

How to make a diagnostic plot for the regression?

Context I am interested in LinearModelFit, and would like to make diagnostic plots using Mathematica. I cannot find them in Mathematica document center. For example, the following R program makes ...