Questions on the statistical functions of Mathematica.

learn more… | top users | synonyms

1
vote
0answers
1k 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 ...
1
vote
0answers
184 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. ...
1
vote
0answers
69 views

Changing GeometricBrownianMotionProcess function

Since the function GeometricBrownianMotionProcess is given by Mathematica I have some technical questions. If we consider the following example: ...
0
votes
4answers
71 views

Mathematica & Statistics? [closed]

So, let's say you flip a coin 10 times, and call that 1 "event". If you run, 1,000,000 of these "events", what is the proportion of events that have heads between 0.4 and 0.6? Binomial probability ...
0
votes
1answer
115 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: ...
0
votes
1answer
198 views

Random numbers in C++ and Mathematica gives wrong results? [closed]

I have the following strange phenomenon which puzzles me!: I have a piecewise constant probability density given as ...
0
votes
1answer
148 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 ...
0
votes
1answer
103 views

Calculate the standard deviation between two sets of data points

I have two sets of data points, ...
0
votes
2answers
351 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 ...
0
votes
1answer
262 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 ...
0
votes
1answer
50 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 ...
0
votes
1answer
180 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}} ...
0
votes
1answer
144 views

Understanding distribution chart

How to explain DistributionChart function in mathematica, For example: if I have ...
0
votes
2answers
822 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 ...
0
votes
1answer
358 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 ...
0
votes
1answer
108 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 ...
0
votes
1answer
294 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 ...
0
votes
1answer
85 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?
0
votes
1answer
647 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: ...
0
votes
1answer
168 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: ...
0
votes
1answer
417 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: ...
0
votes
1answer
32 views

Manipulating the output of EllipsoidQuantile

I am trying to manipulate the output of EllipsoidQuantile to find the area in the next line. I can easily find the 95% confidence interval and this generates an ...
0
votes
1answer
66 views

Interpreting P-Value on ParameterTable

When using LinearModelFit[] we can generate a table of parameter values and statistics for the corresponding model using the property "ParameterTable". Looking in the documentation I can't find an ...
0
votes
1answer
36 views

Import command gives different solution to equation than cut & paste

I would like to import values from a text file to run a notebook. The notebook works fine when I cut and paste in all the input values manually. Here is a working version. But when I import the same ...
0
votes
2answers
39 views

Simulate from an AR(1) process where the parameters vary over time

I would like to simulate from an AR(1) process, where the $\rho$ parameter in the process of the form: $X_t = \rho X_{t-1} + \epsilon_t$ varies over time. The path of $\rho$ and $var(\epsilon_t)$ ...
0
votes
1answer
37 views

Fit process parameters to a transformed AR(1) process

I would like to fit the parameters of an exponented AR(1) process using Mathematica's EstimatedProcess, however, the function does not seem to evaluate to anything. First of all I create the ...
0
votes
1answer
48 views

ANOVA on data with different lengths

I have data in the following form: ...
0
votes
1answer
115 views

how to scale the plot of PDF (t-distribution)

The directions in my book say: "To sketch the t distribution in Figure 3.11, simply multiply the abscissa t value by the scale factor and plot this against the ordinate of t at that point." So ...
0
votes
1answer
74 views

Sketch Probability density function [closed]

My question is : Suppose that the PDF of a random variable X is as follows: \begin{equation*} f(x) = \begin{cases} ce^{-2x} & \text {$x > 0$}\\ 0 & \text {otherwise}\\ ...
0
votes
1answer
72 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 ...
0
votes
1answer
82 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 ...
0
votes
1answer
65 views

Can I use boolean parameters in LogitModelFit?

For example, to use 1 as True and 0 as False: ...
0
votes
1answer
406 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: ...
0
votes
1answer
92 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 ...
0
votes
1answer
189 views

Custom BoxWhisker Plot

I’d like to figure out how I can show my entire dataset overlaid on a box whisker plot. ...
0
votes
3answers
590 views

Plotting confidence intervals

The documentation for PDF has an example for plotting a confidence interval of a standard normal distribution: ...
0
votes
1answer
113 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 ...
0
votes
1answer
163 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: ...
0
votes
0answers
46 views

Is there any way to perform an ANOVA test given $n$, $\bar{x}$ and $S^2$?

Suppose I have the following data about the incomes of residents of three cities. $$ \begin{array}{|l|c|c|c|} \hline & n & \bar{x} & S^2 \\ \hline \text{City A} & 10 & 2.8 & ...
0
votes
0answers
4 views

Estimating logistic regression function [migrated]

I have a function f=(1-exp(-betax))/(1+exp(-betax)), I want to estimate beta I estimated beta in a version of this i.e f1=exp(betax)/(1+exp(betax)) using the following code in R ...
0
votes
0answers
47 views

NIntegrate unexpectedly returns complex number

I am attempting to visualise the effect of shift parameter $\gamma$ on the 3-parameter log-normal distribution. $$pdf(x;\mu,\sigma,\gamma) = ...
0
votes
1answer
84 views

How to make a cumulative time plot?

So I'm working with this data set where there is just one input(a date and time) per line in a .csv file. I've let Mathematica understand the input using "DateStringFormat". The time looks like ...
0
votes
0answers
7 views

Some expectations of psi (digamma) function [migrated]

I want to derive an Expectation-Maximization algorithm for my model. But some expectations of psi (digamma) function is needed in the procedure. Assuming I have a Gamma distributed random Variable ...
0
votes
0answers
43 views

Compute Mean and Variance for Random Choice

I have data ...
0
votes
0answers
36 views

Attributes of statistics functions

Do statistics functions have some kind of attribute which ignore non-number (Indeterminate, ComplexInfinity, calculation "errors") elements of a list?
0
votes
0answers
20 views

Derived distribution

I'm trying to solve a parametric DE in the unknown z(t,r), where the distribution of r is known, and obtain the derived ...
0
votes
0answers
46 views

Statistical significance test of FindCluster

I have a list of vectors which could be roughly divided into two clusters. The list is huge so I have to use RandomChoice[list, 20000] to speed up the calculation. ...
0
votes
0answers
59 views

How to Fit a Generalized Pareto Distribution to data in Mathematica

I'd like to know how to fit a Generalized Pareto distribution in Mathematica to implement the Peak Over Threshold method for tail estimation of operational risk losses. Does anybody have a toy example ...
0
votes
0answers
45 views

Pdf for sum of unknown named distribution and normal random variable

Is it possible to apply convolution theorem or software like Mathematica to find a closed form expression for the pdf of Z = R + X where $f_R(r;k,d) = kdr^{d-1}{(1-r^d)}^{k-1}$ and $X$ is zero mean ...
0
votes
0answers
75 views

Autocorrelation of 3D Points

I'm trying to compute the autocorrelation of a list of points (x,y,z) in 3D. Can the CorrelationFunction or maybe ListCorrelate ...