Questions on the statistical functions of Mathematica.

learn more… | top users | synonyms

2
votes
2answers
191 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
504 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
133 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
51 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
106 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
2answers
57 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
87 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
87 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
82 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
140 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
119 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
126 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
146 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
268 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
58 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
152 views

on Kolmogorov-Smirnov test

I found a problem to calculate Kolmogorov-Smirnov test statistic or p-value the data is ...
2
votes
1answer
127 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
486 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
63 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
168 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
135 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
1answer
36 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
68 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
3answers
191 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
2answers
274 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
184 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
322 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
44 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
68 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
90 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
90 views

How to include confidence intervals into ProbabilityScalePlot?

I use ProbabilityScalePlot[data, "Weibull"] to plot measured data and ...
2
votes
0answers
58 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
55 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
702 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
643 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
302 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
112 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
165 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
2answers
74 views

Performance in calculating maximum-likelihood- based estimates

My probability density function is a complicated one for which numerical estimation is necessary. Here my pdf: ...
1
vote
1answer
116 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
1answer
123 views

Statistics confusion

I have two data sets. When I do a QuantilePlot[data1, data2], I get the graph below. However, ...
1
vote
2answers
197 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
88 views

Mean Preserving PDF Spreading

I have a histogram representing the PDF (probability density function) of an unknown discrete RV. The histogram is asymmetrical. Is there a known way in Mathematica to increase/decrease the variance ...
1
vote
1answer
93 views

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

I have two collections of data: xdata and ydata ...
1
vote
2answers
226 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
286 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.
1
vote
1answer
159 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
542 views

Probability density histogram with unequal bin widths

I am confused by output of Histogram and HistogramList for probability density ("PDF") when ...