Questions on the statistical functions of Mathematica.

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2
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2answers
113 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
113 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
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1answer
140 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
263 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
115 views

on Kolmogorov-Smirnov test

I found a problem to calculate Kolmogorov-Smirnov test statistic or p-value the data is ...
2
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1answer
94 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
432 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
54 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
1answer
135 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
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1answer
129 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
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1answer
53 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
208 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
175 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
280 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
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0answers
49 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
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0answers
77 views

How to include confidence intervals into ProbabilityScalePlot?

I use ProbabilityScalePlot[data, "Weibull"] to plot measured data and ...
2
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0answers
52 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
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0answers
49 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
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0answers
110 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 ...
2
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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
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0answers
640 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
578 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
289 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
100 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
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3answers
157 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?
1
vote
1answer
100 views

In there a way to derive the inverse value of CDF format MultinormalDistribution?

Is there a way to produce the inverse value of multinormal distribution function in CDF format with 0.05 significance level? I found the function called ...
1
vote
2answers
196 views

Expectation over a list with nested-mapped expressions

I need expected values of a list where the random variable to take expectations over should be an input into expressions defined earlier. I suspect Set[] and SetDelayed[] tripped me. (Or Map and ...
1
vote
1answer
79 views

How to group box-and-whisker in parallel for comparison in BoxWhiskerChart?

I have two collections of data: xdata and ydata ...
1
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1answer
119 views

Statistics confusion

I have two data sets. When I do a QuantilePlot[data1, data2], I get the graph below. However, ...
1
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2answers
204 views

On Parameter Estimation using FindDistributionParameters

I am a novice of Mathematica and have recently started my self-study of maximum likelihood estimation (MLE) using Mathematica. I would like to estimate the parameters associated with a distribution ...
1
vote
1answer
150 views

plot probability

Hi I just want to flatten a function, I tied it with Joined->True, but it did not work, hope somebody of you can help me. This is my code: ...
1
vote
2answers
469 views

Probability density histogram with unequal bin widths

I am confused by output of Histogram and HistogramList for probability density ("PDF") when ...
1
vote
1answer
48 views

Find a probability with random variates from the same distribution

I'm trying to find Probability involving 3 random variates from the same distribution, but Mathematica does not seem to solve it. ...
1
vote
1answer
95 views

Estimating Confidence Interval Variance covariance matrix from weibull distribution

In The following Example 50 obs . I estimated distribution parameters (by point) but *i want to estimate parameters by confidence interval and calculate covariance matrix i need help * ...
1
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1answer
70 views

Stochastic Approximation and Simulation using Running Median

I have a function $$F(X_{t+1},Y_{t}^{med})= \alpha X_{t+1} + (1-\alpha) Y_{t}^{med},$$ where $$Y_{t}^{med} = Median(Y_1, Y_2,... Y_t).$$ Moreover, $Y_1 = X_1$ and $Y_t = F(X_{t},Y_{t-1}^{med})$ ...
1
vote
2answers
67 views

CDF of TransformedDistribution Not Returned And No Error Message Produced

I am unable to get Mathematica to return the CDF of a distribution produced by TransformedDistribution. It "executes" for 6 hours on my machine and then returns a blank plot. Could someone execute the ...
1
vote
1answer
96 views

Extracting Imported Information

What I want to do is to compare the relationship between the consumption of say beer and wine using scatter plots where each point designates the particular country (preferably named). I have tried to ...
1
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1answer
107 views

Draw from HistogramDistribution with ParallelTable

I wanted to check something, but ran into troubles using HistogramDistribution in combination with ParallelTable. The code does the following: Compute a HistogramDistribution of some sample and use ...
1
vote
1answer
491 views

Problem with Estimating the parameters value of gamma distribution

can anyone please help me with this problem? I am trying to estimate parameters of gamma distribution (fitted into a set of data). Following are my command and the output produced by mathematica: ...
1
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1answer
59 views

Method of moments using just the moments?

FindDistributionParameters (and EstimatedDistribution) can use "MethodOfMoments" as its ...
1
vote
1answer
117 views

Simulation Beta Distribution

Suppose a function such as: $\phi^{\alpha} (x,y) = \left\{ \begin{array}{l l} \alpha x & \quad \text{if $x < y$}\\ x & \quad \text{if $x = y$}\\ \alpha x + (1 -\alpha) & ...
1
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1answer
51 views

Replicability of RandomVariate within a function?

I have a rather basic question but can't figure out a foolproof answer. In the following code, I build a function which returns the mean difference between successive elements of a vector created from ...
1
vote
1answer
144 views

Skewness of distribution vs. skewness of distribution's PDF

I'm having trouble understanding why the skewness of built-in distributions is not the same as the skewness of their probability density functions. For example, the following are different (the first ...
1
vote
1answer
134 views

How can I show a rotated PDF plot superimposed on a ListPlot of the underlying data?

I have a set of 3 lifetime datasets in lists called values1, values2 and values3. values1 = {53377., 16542., 31418., 5629., 17654., 7365., 15797., 862., 76906., 10073.}; values2 = {74412., 15620., ...
1
vote
1answer
137 views

Value for x such that |(x-y)| is minimum

I have a list Y={y1,y2,y3,...,yn} And I would need to find x such that Abs[x-Y[[i]]] for all $y_i$ in $Y$ is minimum. ...
1
vote
2answers
218 views

build and estimate a time series process

I want to generate an EGARCH process. My problem is that I do not see how to create new processes beyond those available. The process itself is : $$\epsilon(t) = \sigma(t) \eta(t)$$ ...
1
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1answer
121 views

PDF on TransformedDistribution of two BinomialDistribution too slow

I'd been doing my own convolutions of distributions for some calculations, decided to use built-ins. With ...
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0answers
105 views

Is this the correct method in using bootstrapping to determine a lower confidence bound?

Quite often in industry, due to cost and schedule constraints, decisions must be made on small sample size data. I have 4 cycles-to-failure values resulting from running samples to failure in a ...
1
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0answers
45 views

Truncated Distribution Parameter Search Produces Singular Jacobian Using FindRoot

I'm trying to find the 2 parameters of a truncated Weibull distribution using version 10 and FindRoot. I would like to truncate the distribution between t =0 and t = 3600 with the probability of ...
1
vote
1answer
134 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.