Tagged Questions

Questions on the statistical functions of Mathematica.

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 ...
791 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 ...
525 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 ...
271 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: ...
78 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? ...
6 views

How to find the mode when none of the terms repeat? [migrated]

What is the mode of a series / distribution of values when none of the values of the distribution are repeated , for example : What is the mode of 1 , 3 , 45, 67 , 89 , 100
25 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 ...
283 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: ...
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 ...
34 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?
44 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 ...
52 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}]. ...
87 views

How to add points on the empirical distribution function on the leftside of the pieces (steps)?

Faced the problem. Here is code: ...
74 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 ...
42 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! ...
262 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: ...
46 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, ...
17 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 ...
53 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 ...
158 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: ...
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 ...
75 views

106 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: ...