11,828 reputation
12772
bio website linkedin.com/pub/andy-ross/14/…
location Columbia, MO
age 32
visits member for 2 years, 8 months
seen 5 hours ago

Sep
13
comment Defining a Gaussian Distribution Fit to data
Also the built in Gaussian distribution is called NormalDistribution in Mathematica.
Sep
12
comment Statistics confusion
The main problem with using a hypothesis test for this is that they all become increasingly sensitive to even small deviations with sample size. You at least want one that looks at the bigger picture like Cramer Von Mises which integrates along the whole cdf.
Sep
11
comment Calculate deviation of sum of several equal normal distribution
This question appears to be off-topic because it is about statistics. It belongs on CrossValidated
Sep
5
comment Changing the x-axis data range
Though this is fairly simple issue it is always good practice to provide some way to access your data or to generate some appropriate data for the problem so that we have something to work with.
Sep
3
comment interpolating function over dates
Incidentally, with TimeSeries it isn't necessary to use the "PathFunction". Just evaluate directly on the date stamp.
Aug
30
comment Is this the correct method in using bootstrapping to determine a lower confidence bound?
I don't see anything inherently wrong with your calculations but with so little data a better approach would be to fit a parametric distribution for time to failure that makes sense in the context of your problem. The result you obtain is very much dependent on the form of the distribution you choose. What do you expect the hazard rate to look like.
Aug
19
comment Implementation of the Vector Autoregressive Model
ARProcess handles the vector case and works symbolically. Not sure if that will help you here or not.
Jul
29
comment FindDistributionParameters of a sum of a mixture distribution
To my knowledge you won't have any luck with ProbabilityDistribution if you don't have a closed form for one of the distribution functions.
Jul
18
comment Why do EstimatedDistribution and DistributionFitTest work this way
You should find the answer to this in my response to this question.
Jun
18
comment Why am I getting wildly incorrect results from FirstPassageTimeDistribution with inexact transition matrix?
This one wasn't my baby so I can't really say for sure what is going on. I suspect that a completely different algorithm is being used for inexact numbers and it is failing. You should file a bug.
May
19
comment Replicability of RandomVariate within a function?
Any reason you are avoiding Mean[Abs@Differences[x]]? That seems a lot simpler here. Not to mention, it will be much faster.
May
15
comment Undo differences in a time series
Right. ARIMA does all of this under the hood.
May
14
comment What is the meaning of Automatic in goodness of fit test?
@Szabolcs I don't see anything wrong with your approach. I don't have access to the source so I can't promise that the Infinity is safe across the board. You know the typical caveat about undocumented internals being subject to change.
May
14
comment Undo differences in a time series
I recommend fitting an ARIMA process to the original data. It includes the trend component so you won't have to undo the differencing.
May
2
comment SmoothHistogram with sharp boundary
I believe my answer to this question is what you are looking for.
Apr
20
comment Determining the dimension of a probability distribution
@Szabolcs I believe DistributionDomain is fairly robust but it may be that the representation of domains may change in the future. Some things are pretty wonky, like held ranges to infinity, and probably need different symbols to represent them.
Apr
17
comment Determining the dimension of a probability distribution
There is also Statistics`Library`DistributionDimensionality but I make no promises that it is robust.
Apr
2
comment Plot Wiener Process and its running maximum
Yes, that is correct.
Mar
31
comment Requesting explanation of FitModel code
I've gone to your chat room. that might be more efficient.
Mar
31
comment Requesting explanation of FitModel code
You should be using "Properties" not "Field". Also note that you need to use quotes.