# Questions tagged [distributions]

For questions about distributions built-in in Mathematica, and functions that operate on them. Also includes questions about defining your own distributions.

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### Simplifying / approximating compound negative binomial - binomial distribution

Suppose we have that the distribution of a count $x$ is given by a binomial distribution: $x\sim \mathcal{B}(n,\theta)$. Further, suppose that the sample size $n\sim NB(\lambda,\kappa)$, where this ...
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### Is Mathematica computing the conditional expectation correctly?

Given a simple case of say 2 independent trials each with probability of success 1/3. Consider a random variable that is gives the 3 times the total successes. We can define this random variable in ...
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### How to replace $x$ and $x^2$ with different value?

I have an expression now expr = x + x^2 what I want to do is to replace $x$ with $k\times p$ , and $x^2$ with $[k\times p + k\times(k - 1)\times p^2]$. The ...
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### What is the distribution of a random variable with pdf proportional to the product of two normal pdf's

I'm working my way through a nice e-book on Kalman filters, translating to Mathematica as I go and I've hit an interesting problem. In this section: https://nbviewer.jupyter.org/github/rlabbe/Kalman-...
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### Expectation operator expression does not permit distribution parameters

It appears that the Expectation operator doesn't allow the presence of distribution parameters. Defining the Expectation operator...
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### Find the Kernel distribution over an already known histogram

I have an estimated distribution over a parameter, however, the distribution is not continuous, and InterpolatingPolynomial cannot estimate my distribution good ...
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### Expectations of sums

I would like to use Mathematica to derive some bounds on empirical estimators, such as $E[Y]$ where $Y = \tfrac1n\sum_{i=1}^n (X_i - X)^2$ and $X = \tfrac1n\sum_{i=1}^n X_i$. For a moment I thought ...
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### Index of cumulative distribution function

When trying to compute this ...
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### How can I calculate the expected value of the sum of “n” i.i.d. variables with any distribution?

Particulary, I would like to find the expected value of the sum of $n$ variables distributed like ParetoDistribution[1,1.14]. For example, this works for the sum of two vars with Gamma distribution: <...
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### Fitting tail of distribution to Generalized Pareto Distribution

Hello, I have a problem in Mathematica and I don’t know if you could help me. I’m trying to compare the “performance” of a Laplace distribution and a Generalized Pareto Distribution (GPD) for the tail ...
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### Correct double distribution function for the following dataset

Consider a dataset data-angles-gamma-factors.txt having the form {{x1,y1},{x2,y2},...}. Each row represents an event with values x,y; all events have the equal ...
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### Fitting a mixture of two normal distributions for a data set?

EDIT: Raw data can be found here: https://gist.github.com/Kagaratsch/65a931d8d78fcdd81f7e346429a02afd Consider the following binned example data: ...