Questions on the statistical functions of Mathematica.

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3
votes
1answer
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 ...
3
votes
0answers
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 ...
3
votes
0answers
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 ...
3
votes
0answers
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 ...
3
votes
0answers
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 ...
2
votes
1answer
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: ...
2
votes
2answers
213 views

Measures of association, Concordant and Discordant

I want to calculate concordant and discordant pairs on nx2 tables. ...
2
votes
3answers
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 ...
2
votes
2answers
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 ...
2
votes
5answers
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 ...
2
votes
2answers
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: ...
2
votes
1answer
109 views

How to find all possible correlations between n vectors

Given the Matrix ...
2
votes
2answers
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? ...
2
votes
2answers
107 views

Interpretation of CopulaDistribution [closed]

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 ...
2
votes
1answer
38 views

Is this behavior of DistributionFitTest together with StableDistribution a bug?

I have been using DistributionFitTest to fit the following data: ...
2
votes
2answers
59 views

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

LogLikelihood[MultinomialDistribution[100, {0.2, 0.3, 0.5}], {{10, 20, 70}}] -12.8338 No problem at all. ...
2
votes
1answer
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. ...
2
votes
1answer
88 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
85 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
159 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
122 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 $y=0$: ...
2
votes
1answer
130 views

Confidence level for Binomial

For 617519 first time births there were 317528 boys. Give an estimate with 99% confidence interval for the probability that the first time birth is a boy. I have searched for the confidence ...
2
votes
1answer
147 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; ...
2
votes
2answers
269 views

Non-linear trend reduction with missing data

How can I reduce a non-linear trend of some data series if there are parts of "no data", represented by the value 99999? For example: ...
2
votes
1answer
70 views

Find confidence interval for negative binomial using Mathematica

I would like to find the exact 95% confidence intervals on the mean of a negative binomial random variable using Mathematica. It is possible to approximate the distribution using a gamma/normal, but ...
2
votes
1answer
173 views

on Kolmogorov-Smirnov test

I found a problem to calculate Kolmogorov-Smirnov test statistic or p-value the data is ...
2
votes
1answer
156 views

Choosing The Best Fitted Probability Distribution Model

The following Example 20 Obs and i used Goodness of fit test with Exponential distribution, another time with Weibull distribution and third time with Pareto distribution .All of them are significant ...
2
votes
1answer
507 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 ...
2
votes
1answer
67 views

Statistical Analyzis of Observed Data (Queuing Process)

Basically I have a process that belongs to a certain state at any point of time. However, the time intervals are not fixed (in fact they are exponentially distributed). Essentially, the data points ...
2
votes
3answers
203 views

Modify BinList to give elements indices in list instead of giving the list elements belonging to each bin

How could I use BinList to give elements indices in list instead of giving the list elements belonging to each bin ? Thanks.
2
votes
1answer
181 views

Moment central of a binary image

I am implementing the Hu set of invariant moments detailed here Hu set of invariant moments. I implemented the moment Image like this: ...
2
votes
1answer
140 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 ...
2
votes
2answers
44 views

Cannot use the MultinormalDistribution code

I am trying to use the MultinormalDistribution code with the Quantile function to get the 0.01 quartile of the multinormal ...
2
votes
1answer
77 views

Meaning output ANOVA post hoc tests

I am carrying out an ANOVA in Mma, and I wanted to apply a post-hoc test, but I do not understand the output that is given. It says e.g. Model-> Duncan, {4, 5} ...
2
votes
2answers
324 views

Finding Expectation of function of a Log-normal distribution

Say $Y=g(X)$ and $p_X = \frac{e^{-\frac{(\mu -\log (x))^2}{2 \sigma ^2}}}{\sqrt{2 \pi } x \sigma }$ is Log-normal density function: [Wiki] Find E[Y]? Since $E[Y] = \int_0^\infty y f_Y \ dy = ...
2
votes
1answer
194 views

Judging the quality of fitting an EventData object to a distribution using LogRankTest

I have $389$ data points defined in an EventData object and want to judge the quality of fit of this data to a fitted $3$-parameter Weibull distribution. This ...
2
votes
1answer
337 views

Problem with Covariance Matrix Output in NonlinearModelFit

I am running NonlinearModelFit based off of some simulated data and trying to fit to a function with more than one parameter. Eventually, I would like to fit to 5 ...
2
votes
0answers
25 views

Marginal distribution with weight

Given a multi-variate distribution $P(\mathbf{x},\mathbf{y})$, I would like to obtain the marginal distribution $$P_m(\mathbf{x})=\sum\int_{\mathbf{y}}P(\mathbf{x},\mathbf{y})W(\mathbf{y})$$ In my ...
2
votes
0answers
58 views

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 ...
2
votes
0answers
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 ...
2
votes
0answers
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 ...
2
votes
0answers
107 views

How to include confidence intervals into ProbabilityScalePlot?

I use ProbabilityScalePlot[data, "Weibull"] to plot measured data and ...
2
votes
0answers
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 ...
2
votes
0answers
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. ...
2
votes
0answers
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. ...
2
votes
0answers
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 ...
2
votes
0answers
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 ...
1
vote
2answers
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 ...
1
vote
3answers
121 views

Correct graphical representation of a discrete function (PMF)

I have a list: {1,2,2,3,3,3,3,4,4,5}. I want to plot the percentage occurrence of elements in the whole list. So the list plot I want to do is: ...
1
vote
3answers
167 views

Plotting a frequency function

I have a list of numbers and I want to plot the fraction of numbers >= k against k which will naturally be a decreasing curve. How do I do that?