Tagged Questions

Questions on the statistical functions of Mathematica.

683 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 ...
580 views

Probability density histogram with unequal bin widths

I am confused by output of Histogram and HistogramList for probability density ("PDF") when ...
145 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 ...
439 views

How to get confidence bands of parameters from a fitting procedure?

I have done fitting of data points with a given model that has two parameters (A and B), using NonlinearModelFit. The result of the fit is the maximum of the ...
234 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 : $$\epsilon(t) = \sigma(t) \eta(t)$$ ...
230 views

Descriptive statistics of two events

I am trying to use the descriptive statistics feature of Mathematica to answer the following question: suppose I have two events, A and B, whose occurrence is described by a normal distribution around ...
159 views

No Tukey Test on ANOVA package

I'm trying to use the ANOVA package and have mathematica display the Tukey PostTest, but all I get is this: ...
810 views

Multinomial logistic regression

Has anyone done multinomial logistic regression in Mathematica? The binomial case is essentially done on the LogitModelFit documentation page and works fine. I am ...
122 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 ...
4k views

How to use a 3×3 covariance matrix to plot an error ellipsoid?

I have a 3×3 error covariance in Mathematica, but I don't know how to use it for plotting the error ellipsoid. It would be great if you can show me how I can do that for the below covariance matrix: ...
197 views

EmpiricalDistribution for Gini Coefficient Runs Slow

I am repurposing code that I found in this blog post (http://datavoreconsulting.com/sports/gini-coefficients-and-the-olympic-medal-race/) to generate the Gini coefficient for other data sets I am ...
234 views

ConditionalEntropy and StatisticsLibraryNConditionalEntropy

There is a function available from the Statistics`Library context called NConditionalEntropy that appears to compute ConditionalEntropy. Thus ... ...
975 views

Plotting 2D Data with Categorical Data in One of the Dimensions

I have a 2D data set in the form of: data={{Category, Integer}, {Category, Integer},{Category, Integer}...} It is a pretty simple data set with four categories ...
273 views

Obtaining standardised regression coeffiecients

Regression coefficients are the constant that indicate the rate of change in one variable as a function of change in another. Standardised regression coefficients are the same, but refer to a change ...
165 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: ...
498 views

BoxWhiskerChart with logarithmic axes

I would like to make a following chart Ideally I would also like to control the boxes position on a logarithmic x-axis. Some inspiration how to do the latter may be found in the answer to my ...
1k views

BoxWhiskerPlot - how to specify boxes position on the horizontal axis

Let's say I have a folowing set of data: k = 1 : list of values k = 3 : list of values k = 10 : list of values I know that to make a BoxWhiskerChart I have to ...
589 views

Fitting data to an ARProcess using FindProcessParameters

I have 50 data points that I would like to represent as an AR(4) process. I'd like to over-plot the behaivor of the estimated process model with that of the original (raw) data before I use the model ...
147 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; ...
440 views

Using DistributionFitTest on custom distributions in Mathematica 8

I originally posted this question on Stack Overflow, but I didn't get any answers, and I'm hoping to have better luck here. I'm trying to compute the goodness-of-fit of a bi-modal Gaussian ...
639 views

Recommended book on random processes to understand new functionality in Mathematica 9?

I am interested in exploring the new functionality on random processes available in Mathematica 9, but I am not familiar with all of the underlying mathematics. Could you recommend a book that ...
2k views

Filtering Lists in Mathematica [duplicate]

Possible Duplicate: Select/Delete with Sublist elements? I need help in filtering long lists of x,y coordinates.Lets use the following list as an ...
109 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 ...
265 views

How do you pattern match a DataDistribution

I have a function, f[dist_, samp_]:=somework[dist, samp] that I want to return Null or zero if passed a null distribution. I ...
723 views

Forest plot with Mathematica 9

Does anyone have experience with or a package for the creation of forest plots in Mathematica 9? For instance for subgroup analyses of cox model or meta-analysis (e.g rmeta package in R)?
310 views

Representative Smooth Kernel Distribution from Truncated Distribution

I am trying to produce a better distribution from a dataset that is bounded to be greater than 0. Here is an example distribution from the documentation that mimics the behavior of the actual dataset: ...
324 views

Generating a range of numbers according to some rules

I'm pretty new to Mathematica, and I'm mainly a programmer so I don't have a lot of knowledge about maths. I want to generate a set of UNIQUE incremental numbers (series) according to the following ...
247 views

EstimatedProcess hangs with documentation example

Not sure if this is a bug or a typo but for the first example of the ARMAProcess in Mathematica 9 we have: ...
1k views

Finding distribution parameters of a gaussian mixture distribution

Short version: how to estimate the parameters of a mixture of multivariate normal distributions (i.e.: Gaussian mixture model)? Long version. I am trying to estimate the parameters of a mixture of ...
394 views

Fix end point in smooth kernel distribution density

I am using some extreme value fitting method which results in a parametric distribution for values exceeding some threshold, all values $\geq 0$. For smaller values I'd like to use a smooth kernel ...
979 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 ...
250 views

Overlay of pdf using PairedHistogram in Mathematica

With a standard 1D histogram, I can generate a pdf overlay using Show and Plot. I'd like to do something similar with ...
260 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: ...
260 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 ...
320 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 ...
556 views

Inconsistency in Histogram's “Probability” Binsize

Context Let me define a Probability distribution (following the documentation and with some connection to this question) ...
226 views

How to find synchronization offset?

I have 2 sets of data containing delays (audio / video). ...
216 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 ...
404 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: ...
8k views

Estimate error on slope of linear regression given data with associated uncertainty

Given a set of data, is it possible to create a linear regression which has a slope error that takes into account the uncertainty of the data? This is for a high school class, and so the normal ...
268 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: ...
575 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: ...
521 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 ...
946 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?
398 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 ...
525 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 ...
570 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 ...
1k views

Obtaining joint distributions and conditional distributions using Mathematica

I have two multivariate Gaussian distributions $p(x)$ and $p(z)$ with mean vectors $m_x$ and $m_z$, and covariance matrices $\Sigma_x$ and $\Sigma_z$. my model is a simple linear model $x = W z+n$ ...