# Tagged Questions

Questions on the statistical functions of Mathematica.

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" ...
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### 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 ...
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 ...
63 views

### Performance of a bootstrap - time of computation not linear with number of iterations

I'm doing a bootstrap based on this thread with the following code (file.txt here): ...
102 views

### Calculate the standard deviation between two sets of data points

I have two sets of data points, ...
108 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 ...
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 ...
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 ...
53 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, ...
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### 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 ...
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### 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 ...
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I have data ...
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### 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 ...
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 ...
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 ...
540 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 ...
285 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: ...
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### 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? ...
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 ...
306 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: ...
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### 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 ...
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### Attributes of statistics functions

Do statistics functions have some kind of attribute which ignore non-number (Indeterminate, ComplexInfinity, calculation "errors") elements of a list?
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### 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 ...
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### How to add points on the empirical distribution function on the leftside of the pieces (steps)?

Faced the problem. Here is code: ...
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### 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 ...
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! ...
298 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: ...
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### 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 ...
66 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 ...
239 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 ...
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} ...
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### Is this behavior of DistributionFitTest together with StableDistribution a bug?

I have been using DistributionFitTest to fit the following data: ...
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### 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: ...
303 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 ...