Questions on the statistical functions of Mathematica.

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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 ...
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1answer
134 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.
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1answer
104 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
155 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 ...
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0answers
727 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
172 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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63 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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1answer
91 views

On plotting the Weibull distribution

First: How can I plot the Weibull distribution with parameters a = 2 and b = 3.5 on the range of ...
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1answer
83 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: ...
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2answers
162 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 ...
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1answer
252 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 ...
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1answer
37 views

Central Limit Theorem - solve for a const, given probability

I hope this is not a very complicated question, but I have problems finding the answer. Quite often, I need to calculate something like this: $P(-a<\bar{x}<a) = p$, where $\bar{x}$ refers to the ...
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1answer
168 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}} ...
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1answer
126 views

Understanding distribution chart

How to explain DistributionChart function in mathematica, For example: if I have ...
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2answers
680 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 ...
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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 ...
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1answer
73 views

Estimating Parameters of a Custom Distribution

The problem is I can not get estimation of parameters of any custom probability distribution (distributions are not built in Mathematica), here is an example: First: I entered random numbers of ...
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1answer
131 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 ...
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1answer
74 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?
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1answer
227 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.
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1answer
574 views

PDF of binomial distribution and mixed binomial distribution

I want to plot the PDF of binomial distributed function and a mixed binomial distributed function, therefore I entered for the binomial distribution function the following: ...
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1answer
158 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: ...
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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: ...
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1answer
45 views

Distribution of block maxima of gaussian random variables

I try to verify the following result of extreme value statistics that the distribution of the block maxima of Gaussian random variables converges to a Gumbel distribution. To this end, I first ...
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1answer
62 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 ...
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1answer
58 views

Can I use boolean parameters in LogitModelFit?

For example, to use 1 as True and 0 as False: ...
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1answer
195 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: ...
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1answer
73 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 ...
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1answer
137 views

Custom BoxWhisker Plot

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

Plotting confidence intervals

The documentation for PDF has an example for plotting a confidence interval of a standard normal distribution: ...
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1answer
112 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 ...
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1answer
142 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: ...
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0answers
36 views

Robust (White) estimation with LinearModelFit?

You can make a robust estimate (White) by LinearModelFit or GeneralizedLinearModelFit? Thanks.
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0answers
30 views

Mixture / Hierarchical Distribution from Conditional

How does Mathematica handle Hierarchical distributions. For example, if I have X|Y ~ Poisson(Z) Y ~ Exp(lambda) Z ~ Normal(0,1) First, of all, the distribution of X is only given conditionally and ...
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1answer
68 views

probability calculation with two independent normal RVs

I don't understand why Probability[X < Y, {X \[Distributed] NormalDistribution[0, 1], Y \[Distributed] NormalDistribution[0, 1]}] gives 1/2 while we know ...
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0answers
44 views

Comparing heavy tailed and non-heavy tailed distribution using Mathematica

I have data from a heavy tailed distribution (see picture 1) and a non-heavy tailed distribution (see picture 2) and want to compare it using a histogram on log-scale. However the picture 3 does not ...
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0answers
42 views

Chi square: compare two different distribution

I try to compare two file with two different distribution of numbers. So i have random1.dat and random2.dat each one are vectors of more then 1000 rows. I saw from this question Doing a chi-square ...
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75 views

Undo differences in a time series

I have estimated and ARMA process in Mathematica using data which I have had to take the 2nd difference of to remove the trend. I have managed to fit a model to the detrended data but cannot work out ...
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0answers
325 views

histogram fit for probability density

I am trying to fit the (probability density) histogram of some data with the exponential function, but I am having difficulties. My raw data are in file called ...
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0answers
209 views

Non linear model fit mathematica

I want to fit experimental data (temp,alpha) to the following equation for calculating k and Ea -Log[alpha]^n = function(k,Ea,temp) However i do not know ...
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0answers
140 views

Discrete distribution binomial set up

I hope one of you guys can help me out. I am trying to visualize a discrete distribution based on a binomial distribution and a mixed binomial distribution. In the first step I started to determine ...
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0answers
125 views

Binomial Distribution (binomial model inspired by Merton)

Binomial Distribution (binomial model inspired by Merton) Hi I want to do the following and I hope that anyone of you can help me out. In short, I have a portfolio consisting of 10 companies, ...
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0answers
400 views

Coefficient of determination (R squared) of EstimatedDistribution

I have estimated the distribution for a set of data as LogisticDistribution[3.5, 1.037]. How can I calculate and plot the coefficient of determination (R squared) ...
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2answers
229 views

Fitting a beta distribution to a probability density curve

If I have a spectral data set showing measured energy on the y-axis and frequency on the x-axis, how would I go about fitting this to a beta distribution? For example, lets say I had the data for the ...
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0answers
17 views

how can I get the differece between a residual difference between a plot point and a 3d plane [duplicate]

I wish to both dynamically sum them up and also draw them rising or falling verically to the plane in the graph, is there a function to do this?
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0answers
80 views

Im trying to get the total residual value from a plane of best fit

So I got the least squares plane in this question: How do I display the plane of best fit in 3D? However I need to wiggle the plain between its maximum error and its minimum on two of its three ...
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3answers
195 views

Statistical analysis of a data file and its Plot [closed]

As the title says, I have an external data file which contains thousands lines of data. The data file contains eight columns and here is what I would like to plot: Let's assume that the length of the ...