12,303 reputation
13074
bio website linkedin.com/pub/andy-ross/14/…
location Columbia, MO
age 32
visits member for 2 years, 10 months
seen 45 mins ago

Nov
19
comment Strange interaction between Module and ListPlot
I can reproduce this on "10.0 for Mac OS X x86 (64-bit) (September 10, 2014)" using OS X Yosemite. Must be a platform-specific bug. You should report it to WRI.
Nov
19
comment Strange interaction between Module and ListPlot
What version are you using? I've tried this on Windows M9 and M10 and don't see the issue.
Nov
17
comment what is The Formula behind the Kolmogorov-Smirnov test statistics?
I can't replicate your result of 0.226532 using the distribution you suggest.
Nov
12
comment on Kolmogorov-Smirnov test
I don't think you will be able to use the built in KS test with this distribution. You could easily construct your own Chi-Square test using this answer
Nov
10
comment on Kolmogorov-Smirnov test
Without other details I'm assuming you are also having difficulties getting this to compute. That is likely due to the complexity of the CDF which is needed for the KS test.
Nov
10
comment on Kolmogorov-Smirnov test
When parameters are estimated from the data a correction to the typical p-value is needed in order to maintain the size of the test. That correction is only added for some distributions and not in full generality.
Nov
4
comment How to perform a distribution fit test to censored data
To my knowledge DistributionFitTest does not work with EventData.
Nov
2
comment RandomFunction and Histograms
You do understand that correctly.
Oct
30
comment How to separate factors by dependent variables (arguments)?
Well, there technically aren't any terms at level -1 in the second case that do not contain x. Since the Head of the expression is a in this case it returns a[] indicating the missing terms. In the case of 2a[x] the head is Times. Depending on what you want you could add /.Head[expr][]:>Sequence[] which will remove the term.
Oct
19
comment Loops for Unit Root Test
@george2079 RandomVariate superseded RandomReal and RandomInteger for distributions in M8. For distributions that existed prior to that time it should still work but RandomVariate is certainly encouraged.
Oct
16
comment Implementation of smoothing splines function
@Ajasja oops, must have been copy/paste. I'm surprised no one caught that before now. I suspect the reason it was there in the first place was because my original code picked the knots automatically rather than using pre-set ones.
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.