Timeline for Symbolic Mean and Variance Calculations
Current License: CC BY-SA 4.0
13 events
| when toggle format | what | by | license | comment | |
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| Jun 2, 2021 at 21:08 | comment | added | JimB |
@ivoWelch Depending on what kinds of things you want (such as expectations of sample moments), the MomentConvert and PowerSymmetricPolynomial (and others) might be of interest. See mathematica.stackexchange.com/questions/247074/…
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| Jun 2, 2021 at 18:23 | comment | added | JimB | @ivoWelch As a statistician the best book and software for mathematical statistics with Mathematica is "Mathematical Statistics with Mathematica" at mathstatica.com. If you're doing lots of statistical manipulations you might want to consider that. (I have no monetary interest in that software.) | |
| Jun 2, 2021 at 18:19 | comment | added | JimB | @ivoWelch Thanks. I fixed the errors. (And I should know better by now not to edit code "to clean it up" without testing it first. Unfortunately, it probably won't be the last time.) | |
| Jun 2, 2021 at 18:17 | history | edited | JimB | CC BY-SA 4.0 |
Fixed errors in rules.
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| Jun 2, 2021 at 18:02 | comment | added | ivo Welch | me, too. no, I do not know of any other ones. incidentally, you have some syntax errors in the rules example. | |
| Jun 2, 2021 at 14:58 | comment | added | JimB | @ivoWelch Do you know of any other software that does have it "built-in" ? I'd like to use that software. | |
| Jun 2, 2021 at 14:56 | comment | added | ivo Welch | Thank you. This goes a very long way towards where I want to go. It's interesting that Mathematica does not have it "built-in". | |
| Jun 2, 2021 at 14:45 | vote | accept | ivo Welch | ||
| May 31, 2021 at 23:06 | history | edited | JimB | CC BY-SA 4.0 |
Copied the wrong piece of output for the variance of Z. Now corrected.
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| May 31, 2021 at 20:15 | history | edited | JimB | CC BY-SA 4.0 |
Created additional example after OP's request in a comment.
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| May 31, 2021 at 18:53 | comment | added | JimB | Maybe using replacement rules after expanding to all of the cross-product terms. I'll add in your product example but I think you're going to have to get used to how Mathematica does things (just like any other language). I would love to have it deal directly with random variables (without having to specify a specific distribution). But there are folks in this forum far better than me. So maybe there's hope. | |
| May 31, 2021 at 16:30 | comment | added | ivo Welch | Mille grazie. I need Mma to work with RVs. indeed, my example was too simple. let's say I wanted to calculate Var[ \Prod_i[ (a + b*x[i] + e[i]) ] ], and a and b are constants while x[i] and e[i] are RVs . there will be tons of cross-terms, and Mma will help me not lose them. I then will want to add assumptions, like all e[i] are iid errors. | |
| May 31, 2021 at 5:56 | history | answered | JimB | CC BY-SA 4.0 |