Questions on the statistical functions of Mathematica.

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0
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1answer
365 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: ...
7
votes
1answer
893 views

Grain(Particle) Size Distribution (PSD) Analysis with Mathematica

I would like to do an analysis of the grain size distribution of a Monte Carlo Grain Growth simulation I implemented based on the nice example by Rituraj Nandan (see Link). The result of this ...
10
votes
1answer
308 views

Incorrect means of order statistics for the standard normal distribution

Table[Mean[OrderDistribution[{NormalDistribution[], 4}, i]], {i, 1, 4}] // N (* {-1.02938, -6.47326, 0.297011, 1.02938} *) Above are the means of order statistics ...
3
votes
1answer
240 views

Getting slightly different results in fitting a logit model in R and Mathematica

I'm fitting some data to a Logit model in both Mathematica and R and I'm getting slightly different results. R code: ...
0
votes
1answer
250 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 ...
7
votes
1answer
621 views

How do I calculate the probability of reaching mean residual life

I need to understand the Survival Analysis concept of "mean residual life (MRL)" and calculating probabilities for reaching it. From another discussion: The MRL at time t is the mean additional ...
6
votes
1answer
419 views

Inconsistency in Histogram's “Probability” Binsize

Context Let me define a Probability distribution (following the documentation and with some connection to this question) ...
9
votes
2answers
215 views

How to find synchronization offset?

I have 2 sets of data containing delays (audio / video). ...
7
votes
1answer
307 views

RandomVariate with a Discrete Distribution

Nature has provided me with a random variable $Z$ taking on the values $0, 1, 2, \ldots$, with probabilities $z_0, z_1, \cdots$. I can sample from the distribution of $Z$ reasonably efficiently (I ...
3
votes
0answers
210 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 ...
8
votes
2answers
530 views

Most efficient way to obtain samples from high-dimensional multivariate distributions?

Is MultinormalDistribution[] efficient and easy to use for high dimensions? I have a variable $n$ representing the dimension of a Monte Carlo integration I do on a ...
25
votes
1answer
518 views

How to augment the realm of functions Mathematica thinks it knows how to integrate symbolically

My question involves extending the functionality of Integrate over specific integrals in the most generic manner. Specifically, is it possible to "hack into" ...
4
votes
2answers
239 views

How to find the variance under the assumption that x follows some probability distribution

I am aware that we can find the expectation under the assumption that x follows some probability distribution, something like this: ...
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: ...
3
votes
2answers
459 views

Total Variation Distance of probability matrix

How can I calculate the Total Variation Distance of a transition Matrix? is there any built in function? I've searched all documentation and haven;t found anything. ** More information: Let me try ...
3
votes
1answer
827 views

stationary distribution of a transition matrix

How can I solve the stationary distribution of a finite Markov Chain? In other words, how can I estimate the eigenvectors of a transition matrix?
9
votes
1answer
361 views

BUGS-type calculations in Mathematica

Recently I have been teaching myself how to Bayesian calculations with the BUGS language (JAGS, in particular). However, I find myself wondering how one might use Mathematica to do similar ...
10
votes
1answer
414 views

Cluster analysis returns questionable results

A few weeks ago I ran a cluster analysis on some economic data and (unfortunately only) now I found out that some results do not make sense. For instance I analyzed the development of unemployment ...
4
votes
2answers
444 views

How to fit one distribution to another?

I have a custom distribution created to model some experimental observations. While too complicated to include in this question, I can provide an example and some illustrations to convey a sense of ...
4
votes
2answers
524 views

Clustering a bivariate data set with Mathematica

I need to partition a bivariate data set into predetermined "n" clusters and, at the same time, to fix the centroid position of each cluster. Is the ...
4
votes
1answer
113 views

NExpectation not up to expectations with Boole or Conditioned

Context I am interested in computing numerically the number of extrema at a given threshold for random fields. These numbers are expectations of MultinormalDistributions. Problem This integral ...
7
votes
1answer
1k views

Probability and distribution from actual data

Let's say I have some data from a real world system: ...
14
votes
3answers
916 views

How can I tell mathematica to generate an histogram from nominal data?

If I write: Histogram[{1, 1, 1, 2, 2, 2}] I get a nice histogram chart but if I write ...
15
votes
1answer
293 views

Polynomial expectations of generic distributions

Summary Polynomial expectations depend only moments and cross moments of a multivariate distribution. I would like to use Expectation to compute polynomial ...
3
votes
2answers
154 views

How to change type order in PearsonDistribution?

I need to estimate a Pearson distribution from a batch of tables tab: ...
14
votes
1answer
557 views

Detecting and counting signals in list data: checking pulse rate

Hope this isn't too much of a basic question: I'm looking for some Mathematica functions, but I don't know which ones. Background I recently read about a simple technique for reading your body's ...
11
votes
1answer
197 views
6
votes
0answers
420 views

Sensitivity Analysis: Global Sensitivity and Screening

I have a model which accepts several input parameters and now I want to study the sensitivity to certain parameters as described in here: Cross Validated Answer and in Wikipedia. There is also a link ...
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 ...
2
votes
3answers
239 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 ...
12
votes
1answer
489 views

Using ANOVA with a “Repeated measures” / “Within-subjects” design

Repeated measures designs or "Within-Subjects" designs are very important in live sciences and social sciences. Unfortunately, Mathematica's ANOVA package is not able to analyze those designs. It only ...
6
votes
1answer
346 views

Support for Multidimensional Scaling (MDS)?

Does mathematica support MDS? Or, are there any libraries that support it? Basically, I have points and a distance function defined between them, and I want to plot them in 2D space, trying to ...
8
votes
2answers
711 views

What is the Mathematica equivalent for the Excel function tinv()?

TINV() returns the t-value of the Student's t-distribution as a function of the probability and the degrees of freedom. For example ...
9
votes
1answer
231 views

What default theoretical distribution does Mathematica use in PearsonChiSquareTest?

I used Mathematica's function PearsonChiSquareTest to test whether the data were drawn from a normal distribution. As in the reference, I expected Mathematica to compare the result to a normal ...
8
votes
2answers
571 views

Bayesian Inference with Continuous prior distribution

Assume that we have a prior distribution for the probability of success as follows. p = BetaDistribution[6, 14] which we can graph as this ...
0
votes
1answer
323 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 ...
30
votes
4answers
5k views

Simultaneously fitting multiple datasets

What is the proposed approach if one wants to simultaneously fit multiple functions to multiple datasets with shared parameters? As an example consider the following case: We have to measurements of ...
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: ...
3
votes
2answers
841 views

Is there a function to calculate studentized range?

Is there a built-in function for studentized range or do I have to build it myself? Is there a test of normality for the studentized range?
4
votes
2answers
639 views

How to solve for an Z-Score of a T-Distribution?

I'm looking for the Z-Score for a distribution, where the integrated area sums up to 0.90. Unfortunately I always get an error from Mathematica, ...
6
votes
2answers
2k views

Function to compute the probability of exactly one event occurring out of N independent events

Is there a built in function (or a function in one of the standard packages) that allows you to compute the probability of exactly one event occurring out of some known set of probabilities for N ...
15
votes
3answers
624 views

Measure a DensityHistogram[] pair similarity

I study human vision and more specifically eye-movements. "If we display 2 symmetrical patterns (20 min one after the other), will our gaze distribution be symmetric is my research question." The 2 ...
3
votes
2answers
327 views

Conditional T distribution

Suppose $(X,Y)$ has a bivariate t distribution. I want to plot the density of the conditional density of $Y$ given $X$, i.e. $Y|X$. I wonder why the following does not work: ...
7
votes
4answers
917 views
13
votes
2answers
323 views

Interfacing Mathematica with MINE using JLink

In last December's Science David N. Reshef, et al. proposed an interesting method to detect associations in data (Detecting Novel Associations in Large Data Sets, Science 334, 1518, 2011). Contrary to ...