# Tagged Questions

Questions on the statistical functions of Mathematica.

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 ...
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### 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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### 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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### 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 ...
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### Loading StatisticsLibrary

I need to use a number of functions from theStatisticsLibrary namespace. Since that is a bit of a mouthful I would like to import it, but I get errors: ...
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### 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 ...
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 ...
103 views

### Calculate the standard deviation between two sets of data points

I have two sets of data points, ...
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 ...
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 ...
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### 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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### 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 ...
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### 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) = ...
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 ...
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### 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 ...
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I have data ...
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### 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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### 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 ...
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### 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. ...
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 ...
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 ...