Questions on the statistical functions of Mathematica.

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2
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0answers
565 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
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0answers
528 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
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2answers
277 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
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3answers
72 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: ...
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3answers
121 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
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2answers
191 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
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2answers
160 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
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1answer
105 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] = ...
1
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2answers
396 views

Probability density histogram with unequal bin widths

I am confused by output of Histogram and HistogramList for probability density ("PDF") when ...
1
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1answer
58 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
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2answers
62 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
91 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
102 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
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1answer
451 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
86 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
92 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: ...
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1answer
46 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
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1answer
115 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
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1answer
124 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
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1answer
128 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. ...
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2answers
201 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
120 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
24 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
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1answer
95 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.
1
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2answers
97 views

Assign a Distribution to a group of symbolic variable [closed]

I'm looking to compute this Expectation : "i" represent a individual and h(i) is value. I would like the compute the Expected value of his value times the mean of the groups. Everything is unknown ...
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2answers
139 views

Discretizing data using quantiles in Mathematica

I am trying to discretize a long array of real numbers into a uniformly distributed integer array. To do this I am identifying the quantile where each real value sits and writing it out to the output ...
1
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0answers
562 views

How to Output Chi-Squared Statistics when using NonLinearModelFit

I am using NonLinearModelFit for some curve fitting and I was wondering if NLM is able to output chi-squared/leastsquared statistics from the best-fit parameters and confidence intervals. From my ...
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0answers
162 views

Simulations with MonteCarlo and Autoregressive methods

I am trying to find the best-fit trend for my data. Here I just generated it but let's say I don't know my data trend at all. ...
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0answers
59 views

Changing GeometricBrownianMotionProcess function

Since the function GeometricBrownianMotionProcess is given by Mathematica I have some technical questions. If we consider the following example: ...
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0answers
283 views

Matrix algebra vs. PrincipalComponents and Varimax/Oblimin

Using matrix algebra I can calculate loadings and scores from the covariance matrix (data matrix is column centered): ...
0
votes
1answer
66 views

Loading Statistics`Library`

I need to use a number of functions from theStatistics`Library` namespace. Since that is a bit of a mouthful I would like to import it, but I get errors: ...
0
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2answers
112 views

Error function fit of data

I have this experimental data set which I know should follow the Complementary error function. My goal is to find the σ of the associated gaussian distribution. However, I cannot seem to do it in ...
0
votes
1answer
230 views

Trying to plot this probability

Can anyone help me plot this? log P(X >= x) = alpha logx x=0.001 + k(0.001) k= 0, ..., 100 I can't figure out the coding for this.. I've been trying this for a while, and can't seem to figure it ...
0
votes
1answer
163 views

plot an exponential statistical function

I have this exponential function, where j is unknown. How can I plot the variance function for $k= 0.1, \; 1, \;10$ $$f_{j,k}(y)=\frac{\sqrt{j}}{\sqrt{2 \pi}}e^{\sqrt{jk}}y^{-\frac{1}{2}} ...
0
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1answer
116 views

Understanding distribution chart

How to explain DistributionChart function in mathematica, For example: if I have ...
0
votes
2answers
584 views

How to generate a random data set with determined expected value and variance? [closed]

Recently I am doing my math homework and there is a question asking me to Come up with a dataset X that has at least 10 distinct numbers in it such that Expect[X] = 3.7, and Var[X] = 2.1. Actually I ...
0
votes
1answer
300 views

How can an InverseQuantile or an interval valued Quantile function be implemented in Mathematica?

Quantile[] is the workhorse method in robust data analysis and statistics (see, eg Koenker's Quantile Regression). However, it should be complemented by an ...
0
votes
1answer
84 views

Generating a list of standard normal random variables

Im trying to generate a list of random (standard) independent normal variables. For this, I first generate a random list of, say, 100 real numbers in the range [0, 1000], and then make them standard ...
0
votes
1answer
65 views

What is the meaning of Automatic in goodness of fit test?

I can't find what is the distribution corresponding to the default option in: DistributionFitTest[data, Automatic, "HypothesisTestData"]; Is it N(0,1), uniform?
0
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1answer
192 views

How do I select a random sample without replacement? [closed]

What is the module that selects a random sample of size k (without replacement) from a given population of size n, involving the command Subsets.
0
votes
1answer
139 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: ...
0
votes
1answer
152 views

Discrete 3D plots of median ratios of two 2D matrices of lists of values

Lets say I have 2 2D arrays where each cell contains a list of values: Example: ...
0
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1answer
333 views

How to create function that classifies sample data

I want to create expression, that classifies samples ( 4 weather features -> decision). Example training data: For the values that i have data for, I can use rules: ...
0
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1answer
47 views

Solving minimum length confidence interval problem

I'm trying to find the minimum length of a confidence interval for the variance from a sample iid with normal distribution. I tried ...
0
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1answer
51 views

Can I use boolean parameters in LogitModelFit?

For example, to use 1 as True and 0 as False: ...
0
votes
1answer
96 views

Fitting data to a Poisson distribution

I'm trying to fit a Poisson Distribution to data produced in a lab. I've successfully made a Histogram of the data, which looks like: However, when I try to fit the Poisson Distribution using: ...
0
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1answer
67 views

Variance/Standard Deviation with a Constant Vaule

When applying variance (Variance[10]) or standard deviation (StandardDeviation[10]) to a constant value in Mathematica, Should ...
0
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1answer
113 views

Custom BoxWhisker Plot

I’d like to figure out how I can show my entire dataset overlaid on a box whisker plot. ...
0
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3answers
327 views

Plotting confidence intervals

The documentation for PDF has an example for plotting a confidence interval of a standard normal distribution: ...
0
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1answer
109 views

Distance to a MultivariateStatistics median

I have a population of objects (each of which is described by a list of about a half-dozen real numbers), and I'd like to find some reasonable kind of distance between each of several different test ...