Questions on the statistical functions of Mathematica.

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7
votes
1answer
335 views

RandomVariate with a Discrete Distribution

Nature has provided me with a random variable $Z$ taking on the values $0, 1, 2, \ldots$, with probabilities $z_0, z_1, \cdots$. I can sample from the distribution of $Z$ reasonably efficiently (I ...
9
votes
2answers
588 views

Most efficient way to obtain samples from high-dimensional multivariate distributions?

Is MultinormalDistribution[] efficient and easy to use for high dimensions? I have a variable $n$ representing the dimension of a Monte Carlo integration I do on a ...
4
votes
2answers
748 views

How to solve for an Z-Score of a T-Distribution?

I'm looking for the Z-Score for a distribution, where the integrated area sums up to 0.90. Unfortunately I always get an error from Mathematica, ...
26
votes
5answers
4k views

Showing the correlation of two variables using a plot

I have a list of $\{x_i,y_i\}$ pairs and I want to show that $x_i$'s and $y_i$'s have positive correlation. The result of ...
5
votes
4answers
3k views

Function for Autocorrelation

Is there a built in function to compute the autocorrelation of a signal ?
15
votes
3answers
645 views

Measure a DensityHistogram[] pair similarity

I study human vision and more specifically eye-movements. "If we display 2 symmetrical patterns (20 min one after the other), will our gaze distribution be symmetric is my research question." The 2 ...
8
votes
2answers
584 views

How to define a new copula distribution family

The function CopulaDistribution can be used with the most well known kernels. I was wondering how I can add a new family of kernels in a way that it works in the ...
3
votes
2answers
356 views

Conditional T distribution

Suppose $(X,Y)$ has a bivariate t distribution. I want to plot the density of the conditional density of $Y$ given $X$, i.e. $Y|X$. I wonder why the following does not work: ...
24
votes
3answers
817 views

Which Distributions can be Compiled using RandomVariate

Recently, Oleksandr kindly showed a list of Mathematica commands that can be compiled. RandomVariate was part of that list. However, whether this can be compiled depends upon the distribution that is ...
35
votes
4answers
6k views

Simultaneously fitting multiple datasets

What is the proposed approach if one wants to simultaneously fit multiple functions to multiple datasets with shared parameters? As an example consider the following case: We have to measurements of ...
7
votes
4answers
1k views

Plot Ellipse based on EigenSystem

Please consider the following : ...
14
votes
2answers
342 views

Interfacing Mathematica with MINE using JLink

In last December's Science David N. Reshef, et al. proposed an interesting method to detect associations in data (Detecting Novel Associations in Large Data Sets, Science 334, 1518, 2011). Contrary to ...