Questions on the statistical functions of Mathematica.

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4
votes
2answers
512 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
110 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
962 views

Probability and distribution from actual data

Let's say I have some data from a real world system: ...
14
votes
3answers
879 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
284 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
150 views

How to change type order in PearsonDistribution?

I need to estimate a Pearson distribution from a batch of tables tab: ...
14
votes
1answer
549 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
188 views
6
votes
0answers
395 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
235 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 ...
11
votes
1answer
468 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
327 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
684 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
228 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
535 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
309 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
731 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
603 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, ...
5
votes
4answers
452 views
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
607 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
319 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
872 views

Plot Ellipse based on EigenSystem

Please consider the following : ...
13
votes
2answers
314 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 ...