Questions on the statistical functions of Mathematica.

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0answers
32 views
2
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1answer
70 views

ZTest result not making sense

I'm using version 10. I'm having difficulty with understanding why I'm getting some output from the ZTest function. Here is the code for my specific example. ...
1
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0answers
19 views

Sum of truncated normal random variable and normal random variable [migrated]

I'm wondering if there is a closed-form pdf of sum of "correlated" normal random variable and truncated normal random variable. I found a paper providing the pdf for "uncorrelated" case, but could ...
2
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2answers
242 views

Numerical Integration with InverseErfc

I am trying to numerically integrate an equation that involves InverseErfc (embedded in the copula defined). The equation looks like the following: $$ \int_0^T \int_0^\infty \int_0^\infty ...
4
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1answer
154 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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0answers
39 views

Why do EstimatedDistribution and DistributionFitTest work this way

I am fitting some time-series data to both a stable distribution and a normal distribution in order to assess the goodness of fit of each. Along the way I encountered the following confusing result. ...
25
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3answers
2k views

Histograms with pre-counted data

I've got some large data sets which have been counted but not binned already - essentially, a list of pairs of values (not bins) and counts.* (Or, equivalently, it's been binned into too-small bins.) ...
0
votes
1answer
77 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: ...
2
votes
2answers
93 views

Finding Expectation of function of a Log-normal distribution

Say $Y=g(X)$ and $p_X = \frac{e^{-\frac{(\mu -\log (x))^2}{2 \sigma ^2}}}{\sqrt{2 \pi } x \sigma }$ is Log-normal density function: [Wiki] Find E[Y]? Since $E[Y] = \int_0^\infty y f_Y \ dy = ...
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2answers
105 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 ...
1
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1answer
73 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.
0
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1answer
453 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: ...
2
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2answers
140 views

Measures of association, Concordant and Discordant

I want to calculate concordant and discordant pairs on nx2 tables. ...
14
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2answers
307 views

Visualization: elliptical insights into data sets…

I was recently reading the following paper on visualization techniques using ellipses to gain statistical insights. Elliptical visualization for looking at correlations has briefly been touched on ...
0
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1answer
76 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 ...
16
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3answers
2k 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 ...
1
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1answer
84 views

Moment central of a binary image

I am implementing the Hu set of invariant moments detailed here Hu set of invariant moments. I implemented the moment Image like this: ...
1
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2answers
147 views

On Parameter Estimation using FindDistributionParameters

I am a novice of Mathematica and have recently started my self-study of maximum likelihood estimation (MLE) using Mathematica. I would like to estimate the parameters associated with a distribution ...
5
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1answer
288 views

Is there a free version of the Springer book “Mathematical Statistics with Mathematica”?

Is there a free version of the Springer book: $$\text{Mathematical Statistics with Mathematica}$$ by Rose and Smith ... available on the internet?
1
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1answer
103 views

Compute symbolic Expectation of a summation

I am required to computed following Expectations : $E[\displaystyle\sum\limits_{i=1}^N \frac{X_{i}}{N}] = \bar{x}_{0}$ & $E[\displaystyle(\sum\limits_{i=1}^N \frac{X_{i}}{N})^2] = ...
1
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2answers
93 views

Assign a Distribution to a group of symbolic variable [closed]

I'm looking to compute this Expectation : "i" represent a individual and h(i) is value. I would like the compute the Expected value of his value times the mean of the groups. Everything is unknown ...
0
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0answers
27 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 ...
3
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2answers
268 views

KolmogorovSmirnovTest[] On Frequency Data

I have two observed frequency data, let say f1 = {100, 200, 150, 100, 50}; f2 = {110, 195, 160, 105, 40}; and i want to know whether these random samples belong ...
1
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3answers
68 views

Correct graphical representation of a discrete function (PMF)

I have a list: {1,2,2,3,3,3,3,4,4,5}. I want to plot the percentage occurrence of elements in the whole list. So the list plot I want to do is: ...
13
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2answers
970 views

Obtaining joint distributions and conditional distributions using Mathematica

I have two multivariate Gaussian distributions $p(x)$ and $p(z)$ with mean vectors $m_x$ and $m_z$, and covariance matrices $\Sigma_x$ and $\Sigma_z$. my model is a simple linear model $x = W z+n$ ...
2
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1answer
91 views
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1answer
44 views

Replicability of RandomVariate within a function?

I have a rather basic question but can't figure out a foolproof answer. In the following code, I build a function which returns the mean difference between successive elements of a vector created from ...
0
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0answers
66 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 ...
5
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1answer
171 views

How can we create a histogram distribution from binning data?

HistogramDistribution takes a list of data points, creates a histogram from them, and returns this histogram in a form that can be used as a distribution. I ...
3
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3answers
218 views

How to partition a list into sublists in a similar way to Histogram

I have a list of list as below (I show part of it) ...
8
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1answer
241 views

How does LocationTest choose its “AutomaticTest”?

Is there a way of determining how LocationTest chooses its "AutomaticTest"? Sometimes it's clear from the ...
4
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0answers
74 views

Given two samples, how does LocationTest select its AutomaticTest?

How does LocationTest select its "AutomaticTest" when testing two samples? Background: A previous post poses a similar question ...
0
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1answer
57 views

Loading Statistics`Library`

I need to use a number of functions from theStatistics`Library` namespace. Since that is a bit of a mouthful I would like to import it, but I get errors: ...
1
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3answers
117 views

Plotting a frequency function

I have a list of numbers and I want to plot the fraction of numbers >= k against k which will naturally be a decreasing curve. How do I do that?
5
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0answers
174 views

Estimation of vector autoregressive (VAR) process

To estimate 1-dimensional VAR process (which is AR process) you can easily use functions EstimatedProcess or ...
0
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1answer
62 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?
8
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1answer
142 views

Inconsistent DistributionFitTest results?

In pondering this question, I used Mariana's function to generate the following data. ...
12
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1answer
168 views

NExpectation behaves oddly with EmpiricalDistribution

Note: this is fixed in version 9. My question concerns the usage of NExpectation and Expectation and why I see the behavior I ...
1
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2answers
61 views

CDF of TransformedDistribution Not Returned And No Error Message Produced

I am unable to get Mathematica to return the CDF of a distribution produced by TransformedDistribution. It "executes" for 6 hours on my machine and then returns a blank plot. Could someone execute the ...
1
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1answer
88 views

Extracting Imported Information

What I want to do is to compare the relationship between the consumption of say beer and wine using scatter plots where each point designates the particular country (preferably named). I have tried to ...
0
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1answer
64 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 ...
1
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1answer
104 views

Skewness of distribution vs. skewness of distribution's PDF

I'm having trouble understanding why the skewness of built-in distributions is not the same as the skewness of their probability density functions. For example, the following are different (the first ...
3
votes
1answer
203 views

Testing for OLS Heteroscedasticity White's General Test

I've done my best to search the help and google White's test (http://en.wikipedia.org/wiki/White_test) in Mathematica. Can anyone point me to a function or Mathematica reference for this or do you ...
7
votes
1answer
162 views

Mathematica Reference Book on Reliability Engineering?

Can anyone suggest a reference book titled “Reliability Engineering Using Mathematica” or similar that contains the version 9 or version 10 functionality ? Some topics/chapters I would be interested ...
11
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1answer
1k views

Persistence length of a polymer chain

I'm trying to calculate the persistence length (Lp) of a polymer chain using Mathematica. The first and simplest method is to compare the EuclideanDistance between ...
0
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0answers
156 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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1answer
102 views

Custom BoxWhisker Plot

I’d like to figure out how I can show my entire dataset overlaid on a box whisker plot. ...
1
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2answers
128 views

Discretizing data using quantiles in Mathematica

I am trying to discretize a long array of real numbers into a uniformly distributed integer array. To do this I am identifying the quantile where each real value sits and writing it out to the output ...
6
votes
1answer
111 views

Better way to get Fisher Exact?

I want to perform a Pearson's $\chi^2$ test to analyse contingency tables; but because I have small numbers, it is recommended to perform instead what is called a Fisher's Exact Test. This requires ...
4
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0answers
147 views

Sparse Principal Component Analysis

I'd like to run sparse PCA on some economic data. There appear to be several R functions available including elasticnet and PMA but I wanted to check if anyone had something coded up directly in MMA ...