All Questions
Tagged with distributions probability-or-statistics
544 questions
2
votes
1
answer
123
views
Fastest way to approximate CDF in Mathematica
I need a very fast way to approximate the CDF of HypergeometricDistribution in Mathematica.
I need to evaluate it for very large ...
- 580
5
votes
2
answers
353
views
2
votes
0
answers
137
views
Insights on using the HypergeometricDistribution functions in Mathematica
I'm trying to calculate the upper confidence interval for the hypergeometric distribution in mathematica and I came up with this very simple code.
...
- 580
1
vote
0
answers
39
views
Cannot recover Marginal Distribution from Product Distribution
In this simple example MarginalDistribution is unable to recover the marginal distribution from a Product Distribution. Why does it fail?
Start with a simple empirical distribution (It is a discrete ...
- 663
2
votes
1
answer
100
views
0
votes
2
answers
205
views
Log Pearson Type III Distribution
Has anyone managed to implement the Log-Pearson type III distribution in Wolfram. To determine the parameters of the distribution over the data array using the FindDisributionParameters function?
Here ...
- 21
0
votes
0
answers
41
views
The "StandardGaussian" bandwidth selection method in the SmoothKernelDistribution function
I have a list of points which follow the Gaussian distribution:
...
- 71
3
votes
1
answer
239
views
How to use Mathematica to find the maximum expected value of multiple normal distributions?
Is it possible to calculate the maximum expected value of $ n (n\geq 2) $ independent (identical distributed) random variables that follow a normal distribution? If possible, how to find it? If it ...
- 2,067
3
votes
1
answer
444
views
Plot fails to plot. What am I doing wrong?
The below code executes. If I uncomment the Plot, it runs for a while and outputs nothing, not even the Mean and Variance.
...
0
votes
0
answers
92
views
10
votes
5
answers
896
views
Create n random points on [0,1] with minimum distance
Given a positive integer n and a small positive real number s.
How to create distribution for ...
- 4,345
0
votes
1
answer
74
views
Estimating the shape of the distribution of histogram
Here is the data:
data = {37., 76, 81, 81, 28, 29, 18, 18, 27, 44, 18, 17, 70, 87, 45,
32, 88, 20, 18, 44, 17, 51, 24, 37, 24, 21, 18, 18, 17, 44, 25,
16, 45, 31, 74, 38, 16, 35, 17, 44, 34, 27, 87, ...
- 575
1
vote
1
answer
90
views
How to compute a weighted mean as a measure of central tendency?
Imagine I have data points in triplicates, as follows
$$
L=\begin{pmatrix}
p_{11} & p_{12} & p_{13}\\
p_{21} & p_{22} & p_{23}\\
& \vdots &\\
p_{n1} & p_{n2} & p_{n3}
\...
- 4,953
2
votes
2
answers
246
views
How to randomly sample small rotations?
I need a random rotation matrix that rotates random vectors by $\approx \arccos 0.9$
RandomVariate[CircularRealMatrixDistribution[n]] gives rotation matrices that ...
- 6,697
0
votes
2
answers
62
views
Modifying horizontal axis of a PDF plot
I have a bunch of particles that I can measure their volume.
PDFs of the size distribution by volume of particles, v(a), measured are reasonably well represented by lognormal distributions of the ...
- 387
3
votes
0
answers
88
views
How can I calculate P-Value for a custom distribution?
I used DistributionFitTest but it works only with a defined distribution.
This is the distribution that I used:
...
- 59
0
votes
1
answer
48
views
Trying to use ProbabilityDistribution for custom distribution - Getting errors/warnings I don't understand
I have this custom distribution that I want to use in Mathematica, but there
appears to be some sort of problem I don't understand.
Also, when I compute the mean for the custom distribution via
...
- 437
-4
votes
3
answers
181
views
Unable to check own distribution
Good afternoon I need to estimate different distributions from some data. Among these distributions, it is necessary to use the Kritsky-Menkel distribution. I set a formula for the distribution ...
- 21
2
votes
2
answers
134
views
Calculating Distributions that Have Dependencies
I want to calculate a distribution from a function that depends on several variables, where there is an interdependency between the variables. This works:
...
- 143
0
votes
1
answer
57
views
Expression for variance of a truncated distribution as a function of the point of truncation
I am working on a project where I need to calculate variance of a truncated distribution. Suppose $X$ has some distribution and $x\in\mathbb{R}$. I am interested in $var(X|X\leq x)$. Given some ...
- 143
2
votes
0
answers
71
views
Mathematica unable to realize simple distributional relationship
I was trying to find the CDF for the following problem:
...
- 513
3
votes
3
answers
353
views
0
votes
1
answer
116
views
1
vote
2
answers
211
views
Probability of a point being from the same distribution as sample [closed]
I have a sample of two-dimensional points {{x_,y_1},..{x_n,y_n}}, I've built a linear regression line, there seems to be a correlation between X and Y (Pearson's 0.662 if that matters).
Now what I ...
- 173
0
votes
1
answer
87
views
Conditional Expectation of an autoregressive (AR1) Process
Suppose X is a time series that follows the process:
$X[t]=\rho X[t-1] + \varepsilon[t]$
where $\varepsilon[t] \sim \mathcal{N}(0.0, \sigma)$, $\varepsilon[t]$ is IID and $X[0] \sim \mathcal{N}(0.0, \...
2
votes
2
answers
196
views
How to sample from a `MultinormalDistribution` with a positive semidefinite covariance matrix?
I'm trying to sample from a Gaussian process (GP) following these tutorials:
https://peterroelants.github.io/posts/gaussian-process-tutorial/#Sampling-from-prior
https://stephens999.github.io/...
- 165
5
votes
3
answers
602
views
How to plot the the maximum likelihood estimates?
I would like to find the code for the graphical representation of the maximum likelihood estimates. For that first, I find the estimate values using the the code given below
...
- 169
0
votes
0
answers
74
views
How does Mathematica work with multivariate distributions?
I recently found the AEP algorithm. Curious how Mathematica would handle the situation, I made an experiment:
...
- 203
0
votes
0
answers
23
views
Estimate parameters from random samples drawn from a copula distribution [duplicate]
I defined a copula distribution as follows:
...
- 369
1
vote
3
answers
91
views
How to restrict FindDistribution to real-valued distributions
The following seems buggy to me, but perhaps I'm confused about something. Or maybe there's a workaround that makes it moot?
First, I ask Mathematica to find a distribution that describes a dataset ...
- 696
0
votes
1
answer
102
views
How to write a Bivariate custom distribution, calculate p value and other properties?
This distribution is univariate
...
- 369
1
vote
1
answer
204
views
How to plot copula using contourplots
I want to contour plot some copula cases for illustrative purposes in a paper. New user here, so apologies if this is straightforward. An example (taken from another source) is below of what I had in ...
- 111
2
votes
2
answers
122
views
0
votes
0
answers
33
views
how i write this custom distribution power function distribution i want to write in family distribution?
this is basic pareto distriibution
...
- 369
1
vote
0
answers
62
views
How to measure a LearnedDistribution?
I would like to measure the qualities of a LearnedDistribution in general and with regard to test sets. The docs say that it takes an option ValidationSet, but ...
- 3,790
0
votes
1
answer
190
views
PDF of double truncated exponential function [closed]
I am trying to find the pdf of a double truncated exponential distribution using the following code:
...
3
votes
2
answers
431
views
How can I define a distribution and get the expectation in Mathematica?
How can I define a distribution and get the expectation in Mathematica for $a=a_H$ with probability $\lambda$ and $a=a_L$ with probability $1−\lambda$, where $\lambda\in(0,1)$?
- 169
10
votes
5
answers
1k
views
How can I efficiently calculate exact probability distributions for D&D dice like "4d8"?
I play a lot of tabletop role-playing games, and I have been interested recently in modeling the various game mechanics involving dice.
As I see it, a single throw of an eight-sided die can be modeled ...
- 2,158
2
votes
2
answers
286
views
Definite Integral of Probability Distributions
Suppose at each value of $x$ I define a normal distribution
dist[x_] := NormalDistribution[Sin[4 x], Cos[10 x]^2]
Now I want to find the distribution
$$ \mathcal{D}...
- 829
4
votes
1
answer
73
views
ParameterMixtureDistribution with custom distribution
I am trying to use ParameterMixtureDistribution with a custom distribution as the first argument. It does not evaluate. In attempting to solve my problem, I ...
- 609
5
votes
4
answers
274
views
Solving equation over TruncatedDistribution (FindRoot)
I'm trying to solve the following equation :
...
- 754
5
votes
2
answers
693
views
How do you generate a random number with a pre-specified probability distribution?
I want to generate a random real number between 0 and 1 but not distributed uniformly but with a probability distribution say, 2 Sin[ pi x ]^2 which integrates to 1 ...
- 1,708
0
votes
1
answer
208
views
How to find Chi Square and p value?
I want to fit derived distribution on real data using chi square goodness of fit and obtain the values of chi square statistic degrees of freedom and p value for the following data.
...
- 169
2
votes
1
answer
99
views
How to find conditional probabilities for simple 4 categories problem?
Imagine you are give the following problem:
There is a 50% chance of diagnosing an illness correctly as "Known" instead of "Unknown".
There is a 50% that available treatments &...
- 940
2
votes
1
answer
245
views
Generate covariance matrix from related random variable distributions
Say I have a random variable $X\sim\mathscr{N}\left(0,\sigma^2\right)$ and another random variable $Y=X+\varepsilon$, where $\varepsilon\sim\mathscr{N}\left(0,\eta^2\right)$ is independent of $X$. I ...
- 153
5
votes
2
answers
735
views
Fit function to histogram
I have a list:
histx={-56.6335, -57.2327, -57.8607, -57.9682, -57.0061, -57.1872,-56.9209, -56.1284,...};
I managed to create the histogram that I wanted to:
But ...
- 401
2
votes
2
answers
249
views
Can the CopulaDistributions be fitted?
This is an immediate follow-up to DoAny--which I did consider editing, clarifying and correcting in some respects.
But perhaps here I can put the immediate question at hand more directly (the emphasis ...
- 2,385
1
vote
3
answers
333
views
Do any of the Mathematica CopulaDistributions (or others) fit well this sampled bivariate copula with uniform marginals over [0,1]?
I'm currently developing a data set that consists of two $50 \times 50$ matrices, which I designate as q1 and Q1. I strongly believe (bordering on formal proof [cf. Corollary 1 in marginalinvariance]) ...
- 2,385
2
votes
0
answers
83
views
Creating a distribution of random sample means
The following is taken from Chapter 19: Distribution of Random Sample Means from the book: Illuminating Statistical Analysis Using Scenarios and Simulations.
Fifty random monkeys, each randomly pick ...
- 251
1
vote
0
answers
67
views
How to generate random points with weight distribution and specific criteria? [duplicate]
Consider some function $f(E_{1},E_{2})$, say
$$
\tag 1 f(E_{1},E_{2}) = \exp[-E_{1}^{3}+E_{2}^{2}]
$$
I want to generate random $n$ points $E_{1}$, $E_{2}$ using this function as weights, with an ...
- 5,963