# Tagged Questions

Questions on the statistical functions of Mathematica.

217 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 ...
193 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 ...
214 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 ...
123 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 ...
216 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 ...
145 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: ...
213 views

### Measures of association, Concordant and Discordant

I want to calculate concordant and discordant pairs on nx2 tables. ...
254 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 ...
194 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 ...
550 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 ...
155 views

### How can I make an animated demonstration of the Wigner semicircle distribution?

With Mathematica 10, it's possible to draw the semicircle distribution of R. Wigner: ...
109 views

### How to find all possible correlations between n vectors

Given the Matrix ...
53 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? ...
107 views

I was just wondering, when I call the CopulaDistribution function in Mathematica, am I calling its cumulative function or its density function? I have looked up ...
38 views

### Is this behavior of DistributionFitTest together with StableDistribution a bug?

I have been using DistributionFitTest to fit the following data: ...
59 views

### LogLikelihood[MultinomialDistribution[],{}] Not working?

LogLikelihood[MultinomialDistribution[100, {0.2, 0.3, 0.5}], {{10, 20, 70}}] -12.8338 No problem at all. ...
93 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. ...
88 views

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### ANCOVA (ANalysis of COVAriance)

I have two time series of the form {time, value} I have linear fits of each set individually, and I am interested in the statistical differences between the ...
95 views

### Computational Bayesian analysis in Mathematica: Any plans to develop MCMC?

Does anyone know if there are any plans to develop an MCMC capability in Mathematica? My reasoning for asking is that as it stands, I can't seem to find any 'out-of-the-box' functions/capabilities ...
96 views

### The CorrelationMatrix is equal to corrcoef of Matlab?

I know that my question imply to know matlab, and this is not the right place, but i'm a physics student and i don't quite yet understand this concepts. When i make a LinearModelFit i can get a ...
107 views

### How to include confidence intervals into ProbabilityScalePlot?

I use ProbabilityScalePlot[data, "Weibull"] to plot measured data and ...
59 views

### k-means clustering using squared correlation in Mathematica

I am trying to cluster data using the squared correlation coefficient since in the case of my data, -1 correlation is equivalent to 1 correlation (polarities do not matter). How can this be done in ...
63 views

### Why do EstimatedDistribution and DistributionFitTest work this way

I am fitting some time-series data to both a stable distribution and a normal distribution in order to assess the goodness of fit of each. Along the way I encountered the following confusing result. ...
46 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. ...
741 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 ...
682 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 ...
320 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 ...