Questions on the statistical functions of Mathematica.

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0
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0answers
23 views

R^2 values for piecewise regression

So I've used NonlinearModelFit on a Piecewise function and gotten a nice little piecewise regression. This is what my code looks like: ...
9
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1answer
198 views

Median of Dataset in Mathematica 10

I'm having trouble calculating the median of a Dataset[] in Mathematica 10. The situation is as follows. Consider a dataset that was defined as follows: ...
0
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1answer
61 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, ...
30
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1answer
633 views

How to augment the realm of functions Mathematica thinks it knows how to integrate symbolically

My question involves extending the functionality of Integrate over specific integrals in the most generic manner. Specifically, is it possible to "hack into" ...
0
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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 & ...
2
votes
1answer
61 views

trajectory density plot

I want to make a plot that shows the density of trajectories (x-y plots). In other words I want a plot that's analogous to this but with curves instead of points as data. Here's what I'm doing ...
4
votes
1answer
155 views

FWHM of an image

What is a resourceful method to calculate FWHM (full width at half the max) of every column in an image. Assuming the image is having a very high resolution for example 1944 x 2592. Logic so far ...
2
votes
0answers
34 views

Covariance matrix estimation when number of variables is larger than number of observations

It is well known that the sample covariance matrix estimator results in a singular matrix if the variables is larger than the number of observations. One solution is to apply shrinkage estimators. ...
24
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0answers
336 views

Summer Solstice Spurious Correlations Challenge

I came across this hilarious web site that has charts of bizarre "correlations" between disparate categories. Results like this: In the spirit of my summer solstice shedding spuriously earned rep. ...
2
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1answer
73 views

P-Values are inconsistent when using DistributionFitTest repeatedly

I am attempting to become more familiar with the DistributionFitTest, specifically the distributions it yields and their fittedness. What I have found is that when I generate random data, fit it, and ...
4
votes
1answer
1k views

How does Mathematica estimate error on fit parameters?

When performing a fit using NonlinearModelFit (or any of Mathematica fitting functions, but I am particularly interested in nonlinear models), Mathematica makes a ...
9
votes
1answer
710 views

How does Mma compute Confidence Intervals?

I am trying to understand how Mma computes the Confidence Intervals after a NonlinearModelFit. Consider the following example: ...
1
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1answer
56 views

LogitModelFit bias term when using design matrix

I'm using the LogitModelFit function with a 32-columns design matrix and 0 or 1 output vector: LogitModelFit[{datax, datay}]. ...
2
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1answer
103 views

Mathematica equivalent of `qnorm` or `invNorm`

In R and TI-89 you can do qnorm(prob, mu, sigma) or invNorm(prob, mu, sigma) to get a value of ...
0
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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
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
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) = ...
5
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0answers
73 views

Forecasting problem with Geometric Brownian Motion in Wolfram Mathematica [closed]

I'm a full time undergraduate student from Peru, and I'm trying to use the Geometric Brownian Motion example used in the help section from Wolfram Mathematica in order to forecast future stock ...
1
vote
1answer
49 views

FindDistributionParameters and Test Options

This is very much related to my earlier post FindDistributionParameters and Hypothesis Testing. However, I did not get a satisfactory anaswer and it keeps bugging me. I am trying to get help this time ...
2
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1answer
64 views
0
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1answer
103 views
3
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2answers
110 views

Contour lines over SmoothDensityHistogram

I am using SmoothDensityHistogram on a data set of the form {{x1, y1}, {x2, y2}, …, {x_n, y_n}}, and I would like to also show ...
1
vote
1answer
146 views

In there a way to derive the inverse value of CDF format MultinormalDistribution?

Is there a way to produce the inverse value of multinormal distribution function in CDF format with 0.05 significance level? I found the function called ...
5
votes
1answer
80 views

Actual bins used for Pearson Chi Square Test

PearsonChiSquareTest[data, dist] computes bins for data as a step towards calculating the test statistic. For continuous ...
1
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0answers
13 views

Which Goodness of Fit Test to use when [migrated]

I would like to know which goodness-of-fit test I should use and when. My choices are Anderson-Darling, Kolmogorov-Smirnov, Kuiper, Pearson $\chi^2$, and Watson $U^2$, and Cramer von Mises. My data ...
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
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 ...
24
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3answers
3k views

Standard errors for maximum likelihood estimates in FindDistributionParameters

I am trying to fit a non-standard PDF to data and FindDistributionParameters works great, and gives me the parameters of the distribution back using maximum ...
24
votes
3answers
827 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 ...
5
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2answers
541 views

How to fit one distribution to another?

I have a custom distribution created to model some experimental observations. While too complicated to include in this question, I can provide an example and some illustrations to convey a sense of ...
5
votes
3answers
288 views

How to find max difference with the same x between two functions?

For example, I have function TF[y_] = 2 / Pi * ArcSin[y] And I have CDF: ...
4
votes
1answer
98 views

ANOVA test on dataset

I have a dataset with 3 groups and two variables. I want to do ANOVA test on the three groups for each variable. Does anyone know how to do this? ...
2
votes
0answers
39 views

Marginal distribution with weight

Given a multi-variate distribution $P(\mathbf{x},\mathbf{y})$, I would like to obtain the marginal distribution $$P_m(\mathbf{x})=\sum\int_{\mathbf{y}}P(\mathbf{x},\mathbf{y})W(\mathbf{y})$$ In my ...
5
votes
4answers
309 views

How to plot frequency polygon?

I have data sample. Built and plotted histogram based on the sample. How can I plot frequency polygon now? That's example of the desired result. Here is code: ...
1
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0answers
68 views

Truncated Distribution Parameter Search Produces Singular Jacobian Using FindRoot [closed]

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 ...
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?
2
votes
2answers
53 views

Cannot use the MultinormalDistribution code

I am trying to use the MultinormalDistribution code with the Quantile function to get the 0.01 quartile of the multinormal ...
1
vote
1answer
80 views

How do I create a histogram of the binomial distribution for, say, p=.5 after 10 trials?

I apologize if this is question is too simple, if so it's because I'm a beginner. Anyway, it was easy enough to create a list plot, but I couldn't find out how to create an output that displays the ...
1
vote
2answers
48 views

BoxWhiskerChart Vertical Line

I have made a box plot to show the spread of past paper results for my A2 exams so I can easily see which subject need more work! ...
10
votes
2answers
303 views

How to remove outliers from data

I have a data with noise which some times includes significant outliers. The position of the outliers are random. For example: ...
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
1answer
67 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 ...
3
votes
1answer
245 views

How to draw confidence ellipse from a covariance matrix?

I am studying a two-dimensional dataset, whose mean vector and covariance matrix are the following: ...
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 ...
2
votes
1answer
84 views

how to calculate the covariance of sample central moments

$\bar{x}= \sum_{i=1} ^{n} \frac{1}{n}x_{i}$ $m_1=\sum _{i=1} ^{n} \frac{1}{n} (x_{i}-\bar{x})$ $m_2=\sum _{i=1} ^{n} \frac{1}{n} (x_{i}-\bar{x})^2 $ $m_3=\sum _{i=1} ^{n} ...
2
votes
1answer
41 views
4
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2answers
115 views

Iterating distributions

I want to calculate the distribution that comes from summing up random numbers between -0.5 and 0.5. A computationally intensive version of doing this is to simply do the following: ...