Questions on the statistical functions of Mathematica.

learn more… | top users | synonyms

4
votes
2answers
233 views

what is The Formula behind the Kolmogorov-Smirnov test statistics?

I calculate the Kolmogrov-samirnov test statistic for the following data: ...
4
votes
2answers
398 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
82 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
389 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
168 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
105 views

Correlation test issues

No error in 10.0.2 When using Correlation[] function I sometimes get the strange warning: ...
4
votes
1answer
157 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
245 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
195 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
424 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

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
559 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
842 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
291 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
163 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
57 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
112 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
227 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
576 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
178 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
338 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
920 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
245 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
163 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
253 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
394 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
218 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
259 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
142 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
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 ...
3
votes
2answers
68 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
196 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
191 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
310 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
893 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
95 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 ...
3
votes
1answer
94 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
2answers
156 views

How to change type order in PearsonDistribution?

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

Expectation problem using empirical distribution

I am having trouble with this Mathematica command: ...
3
votes
2answers
128 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
2answers
495 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
58 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
372 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
194 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
0answers
189 views

PairwiseScatterPlot with histograms along the diagonal

The built-in function PairwiseScatterPlot has been discussed for example here: Scatterplots for subsets of multivariate data [Updated]. However, I find it not very ...
3
votes
0answers
203 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
116 views

Where can I find the Distributions Palette?

I was watching the "Statistics: Modeling with Statistical Distribution" Training Course http://www.wolfram.com/training/videos/DAT016/ and in one of the slides, the following image showed up. Does ...
3
votes
0answers
214 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
198 views

Measures of association, Concordant and Discordant

I want to calculate concordant and discordant pairs on nx2 tables. ...
2
votes
3answers
242 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 ...