Questions on the statistical functions of Mathematica.

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2answers
787 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
346 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
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1answer
104 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
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1answer
243 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
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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?
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1answer
637 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
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1answer
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: ...
0
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1answer
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: ...
0
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1answer
52 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
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1answer
35 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
37 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
33 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
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1answer
44 views

ANOVA on data with different lengths

I have data in the following form: ...
0
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1answer
105 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
70 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
67 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
79 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
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1answer
62 views

Can I use boolean parameters in LogitModelFit?

For example, to use 1 as True and 0 as False: ...
0
votes
1answer
349 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
85 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
171 views

Custom BoxWhisker Plot

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

Plotting confidence intervals

The documentation for PDF has an example for plotting a confidence interval of a standard normal distribution: ...
0
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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
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1answer
158 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
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0answers
6 views

How to find the mode when none of the terms repeat? [migrated]

What is the mode of a series / distribution of values when none of the values of the distribution are repeated , for example : What is the mode of 1 , 3 , 45, 67 , 89 , 100
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0answers
39 views

Better chances on a gambling game [closed]

I'm working on a program that I hope it will help me to get better chances on a gambling game. I have a very large database of numbers how occur in this game and my program pass through those numbers ...
0
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0answers
34 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?
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0answers
17 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
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0answers
42 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
46 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
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0answers
37 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
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0answers
70 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 ...
0
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0answers
41 views

How do I add custom deviation when using LinearModelFit?

I have a set of data in the form a list S1={{x,y},{x,y}} etc. I also have a function that calculates a corrected standard deviation in the y direction for ...
0
votes
1answer
46 views

Binomial Regression where n > 1

I am not well versed in Generalized Linear Models, but am trying to use this approach to model some discrete data. I have binomial data where the sample size for each observation is the same size, ...
0
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0answers
43 views

Robust (White) estimation with LinearModelFit?

You can make a robust estimate (White) by LinearModelFit or GeneralizedLinearModelFit? Thanks.
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0answers
36 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 ...
0
votes
1answer
76 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 ...
0
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0answers
69 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 ...
0
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0answers
52 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 ...
0
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0answers
93 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 ...
0
votes
0answers
510 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 ...
0
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0answers
261 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 ...
0
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0answers
157 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 ...
0
votes
0answers
138 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, ...
0
votes
0answers
495 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
312 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 ...