Questions on the statistical functions of Mathematica.

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22 views

Static Forces With Calculations of Diagrams [on hold]

How can I calculate the reactions and draw Shear force, axial force and bending momentum diagrams..?
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1answer
31 views
3
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2answers
90 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: ...
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0answers
21 views

Dice expirements and random variable? [migrated]

Suppose I define a random variable X such that it represents the sum on the dice thrown. Now there are two ways to do the experiment 1) I use 2 dice, note their individual Xi (R.V) and then find ...
1
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1answer
43 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}]. ...
8
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1answer
167 views

How can I improve my prediction for the end time of the Reddit button game?

There is an April Fools game on Reddit where users with accounts can press a button (once) to reset a 60 second countdown timer: https://www.reddit.com/r/thebutton ...
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0answers
37 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
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0answers
32 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 ...
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0answers
29 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 ...
2
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1answer
63 views

Find confidence interval for negative binomial using Mathematica

I would like to find the exact 95% confidence intervals on the mean of a negative binomial random variable using Mathematica. It is possible to approximate the distribution using a gamma/normal, but ...
4
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0answers
63 views

RandomVariate, MSE and Cramer-Rao bound calculation

I'm using the following code to plot the variance of a moment estimate of a parameter of Rice distribution and its' Cramer-Rao bound. First I generate $10^3$ vectors $\texttt{R}$ ($10^3$ elements ...
2
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0answers
50 views

ANCOVA (ANalysis of COVAriance)

I have two time series of the form {time, value} I have linear fits of each set individually, and I am interested in the statistical differences between the ...
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 ...
5
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1answer
279 views

BoxWhiskerChart - 10-90th percentile instead of min - max

I am trying to draw a custom BoxWhiskerChart with alternative values determining fences. I have data that has a lot of outliers and I have to compare it to another chart that has 10-90th percentile ...
2
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1answer
37 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 ...
0
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1answer
176 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 ...
2
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3answers
193 views

Modify BinList to give elements indices in list instead of giving the list elements belonging to each bin

How could I use BinList to give elements indices in list instead of giving the list elements belonging to each bin ? Thanks.
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2answers
34 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 $var(\epsilon_t)$ ...
1
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2answers
73 views

Creating histograms with specified mean and intervals

I have a set of data that I want to create a histogram for. The thing is, I would like to set the center of the histogram to the mean of the dataset and the intervals to be the standard deviation. How ...
2
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2answers
137 views

How can I make an animated demonstration of the Wigner semicircle distribution?

With Mathematica 10, it's possible to draw the semicircle distribution of R. Wigner: ...
3
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2answers
69 views

PredictionBands and the presence of {0,0} point

We know from this post, that the default fitting method cannot handle data with a {0,0} point, and that there are alternative methods. But, with these alternative methods, the prediction bands ...
0
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1answer
29 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 ...
1
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2answers
75 views

Performance in calculating maximum-likelihood- based estimates

My probability density function is a complicated one for which numerical estimation is necessary. Here my pdf: ...
2
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0answers
73 views

Computational Bayesian analysis in Mathematica: Any plans to develop MCMC?

Does anyone know if there are any plans to develop an MCMC capability in Mathematica? My reasoning for asking is that as it stands, I can't seem to find any 'out-of-the-box' functions/capabilities ...
0
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0answers
66 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 ...
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1answer
39 views
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1answer
93 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
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1answer
62 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}\\ ...
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0answers
91 views

How can I model the volatility, using a GARCH(1,1), of a time series of returns (and plot it) using Mathematica?

I know that if I use this code: tsm = TimeSeriesModelFit[ret, {"GARCH", {1, 1}}]; I can get the parameters using this: ...
1
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1answer
73 views

How do you graph the confidence intervals that results from a GARCH over a time series?

Please, does someone know how to draw a confidence intervals (from the results of a GARCH (1,1)) in a way similar to these: *Asume an ARMA(1,1) fit the time series. Thank you very much
5
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1answer
73 views

How to formally tell if one time series affects another?

In time series analysis, a correlogram, also known as an autocorrelation plot, is a plot of the sample autocorrelations. I'm rolling my own now and I'm not a statistician, but I think this sort of ...
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4answers
64 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 ...
1
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1answer
89 views

Mean Preserving PDF Spreading

I have a histogram representing the PDF (probability density function) of an unknown discrete RV. The histogram is asymmetrical. Is there a known way in Mathematica to increase/decrease the variance ...
1
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1answer
64 views

Finding the true expectation

I have the density function and I want to determine its expected value ...
7
votes
1answer
125 views

How to derive SinglePredictionBands from a NonlinearModelFit model

I have found NonlinearModelFit to be extremely useful in my work. Here I have fit 4 points to a function and am being asked to explain how the 95% SinglePredictionBands associated with the plot below ...
4
votes
2answers
170 views

When analytical and numerical methods do not agree - Case study with Maximum Likelihoods methods

Here is the probability distribution I am interested in: $$P(q)=C e^{4 n s q} q^{4 n \nu - 1} (1 - q)^{4 n \mu - 1}$$ , where $e$ is the constant of Euler and $C$ is constant so that the whole thing ...
4
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2answers
280 views

How to plot an implicit value funtion

Previous question has been solved (Gap in a continuous plot). Here is a new related question. ...
3
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0answers
190 views

PairwiseScatterPlot with histograms along the diagonal

The built-in function PairwiseScatterPlot has been discussed for example here: Scatterplots for subsets of multivariate data [Updated]. However, I find it not very ...
27
votes
1answer
579 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" ...
3
votes
1answer
98 views

How to make a diagnostic plot for the regression?

Context I am interested in LinearModelFit, and would like to make diagnostic plots using Mathematica. I cannot find them in Mathematica document center. For example, the following R program makes ...
2
votes
2answers
58 views

LogLikelihood[MultinomialDistribution[],{}] Not working?

LogLikelihood[MultinomialDistribution[100, {0.2, 0.3, 0.5}], {{10, 20, 70}}] -12.8338 No problem at all. ...
2
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2answers
106 views

Interpretation of CopulaDistribution [closed]

I was just wondering, when I call the CopulaDistribution function in Mathematica, am I calling its cumulative function or its density function? I have looked up ...
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.
4
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2answers
107 views

Correlation test issues

No error in 10.0.2 When using Correlation[] function I sometimes get the strange warning: ...
1
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1answer
76 views

Method of moments using just the moments?

FindDistributionParameters (and EstimatedDistribution) can use "MethodOfMoments" as its ...
0
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0answers
35 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
75 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 ...
2
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0answers
92 views

The CorrelationMatrix is equal to corrcoef of Matlab?

I know that my question imply to know matlab, and this is not the right place, but i'm a physics student and i don't quite yet understand this concepts. When i make a LinearModelFit i can get a ...
1
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1answer
64 views

Find a probability with random variates from the same distribution

I'm trying to find Probability involving 3 random variates from the same distribution, but Mathematica does not seem to solve it. ...