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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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1answer
45 views

How to generate LogNormalDistributions with mean=10, spanning one order of magnitude?

I'm a beginner with WM. I actually want to generate two non-overlapping LogNormalDistributions spanning an order of magnetitue with respect means $x = 1$ and $x = ...
0
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0answers
53 views

Can Mathematica be used to fit these functions related to the Riemann Xi function $\xi(s)$ to a known probability distribution type?

This question is related to my Math Stack Exchange question at the following link: Question on Probability Distributions Related to the Riemann Xi Function $\xi(s)$ The definitions below are for $x&...
0
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1answer
75 views

Arrays, Mapping, and Convolutions

I'm trying to create a function that convolutes a 3D Normal Distribution to the points listed below. However, I think I'm going about it in the wrong way. When I try and convolve it with the points, ...
1
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1answer
40 views

Two ways of obtaining differential distribution using Mathematica do not match

Consider a set of data dataset = {{x1,y1},{x2,y2},...} It contains ~200000 rows. I would like to obtain the pdf for x. I can do this, for example, using two ways:...
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0answers
36 views

Getting a PDF from a NonlinearFitModel

With the help of @JimB, I could fit some experimental data with a CDF using NonLinearFitModel. The set of data is the following: ...
0
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2answers
63 views

How to generate two non-overlapping LogNormalDistribution and their CDF?

I'd like to know how to generate two LogNormalDistribution with the same standart deviation and, if possible, get the associated CDF. To contextualize, I'm trying ...
0
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0answers
36 views

How to fit experimental data with by numerical integration?

folks. I'm a begginer with Mathematica and all I know is just a few basics commands and i'm trying to improve it. I have this list of experimental data taken from a paper which describes the ...
16
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3answers
985 views

Does Mathematica have an implementation of the Poisson binomial distribution?

I need to work out the probability of having $k$ successful trials out of a total of $n$ when success probabilities are heterogeneous. This calculation relates to the Poisson Binomial Distribution. ...
1
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1answer
57 views

How to plot Intensity of SmoothKernelDistribution?

For example, we have a list of values data = RandomVariate[NormalDistribution[], 10^3]; then SmoothHistogram[data] By ...
0
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1answer
57 views

PDF for one-dimensional data [closed]

Consider a dataset data={{x1},{x2},{x3},...}. How to generate a distribution function over $x$ using it? I tried to construct something like PDF[data,x], however ...
1
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1answer
61 views

Generate a uniform distribution over an $n$-simplex employing quasi-random low-discrepancy points

This post is intended in a similar direction to an earlier one Can I use Compile to speed up InverseCDF? . I now wish to generate uniform points in an $n$-simplex (specifically $n=8$), making use of ...
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0answers
41 views

Creating a prediction/distribution based on several years of data

So I have several years of data from a survey. For each year I've used FindDistribution and Predict to see if I can fit the data. Here's one example Where I used FindDistribution to get ...
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1answer
53 views

RandomReal in combination with NormalDistribution [closed]

I am normally not working with Mathematica, but I have to understand a code written in i! Can some body say what the arguments and parameters of code below say? ...
1
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1answer
46 views

How to produce ListPlot that samples a given distribution?

I wanted to get a binned plot that a uniform background distribution with a spike at some bin. My first instinct was to use RandomVariate, and then ListPlot. What i get is this This makes sense as ...
0
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1answer
42 views

Expectation of two independent random variables

I would like to compute the following function of two independent random variables: ...
5
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3answers
128 views

Slow performance of TransformedDistribution

I am trying to use TransformedDistribution for a data analysis task. The distribution performs well with RandomVariate applied. ...
6
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3answers
158 views

Transformation of random variables and joint distributions

Given a variable $y_i$, normally distributed with 0 mean and $σ_y$ standard deviation $y_i$ ~ NormalDistribution[0,$σ_y$ ] I want to obtain with Mathematica: The distribution of: $x = \bar{y} = \...
4
votes
2answers
231 views

Problem with TransformedDistribution

I am trying to use Mathematica to obtain the probability distribution of $\frac{1}{2}(A + B)$ where $A$ and $B$ are independent random variables each distributed according to the uniform distribution, ...
1
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1answer
32 views

Impose conditions on PDF distribution

Consider some data data = {{x1,y1},{x2,y2},...} I organize a density distribution using ...
0
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2answers
85 views

How to plot a single plot with two variables

guys. Suppose I have this equation: M(t) = Meq + (M0 - Meq) exp[-t/τ] where t denotes de time, Meq and M0 defined parameters and τ is an another defined parameter. I can easily plot this equation (...
4
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2answers
72 views

ProbabilityDistribution with variable number of dimensions

I would like to construct a ProbabilityDistribution with a variable number of dimensions. I tried to use $Assumptions = x ∈ Vectors[d, Reals] so that the variable <...
3
votes
2answers
547 views

How can find the 2D Voronoi cell area distribution?

I need to find the area distribution function of the 2D Voronoi cells in Mathematica version 11 and later. My old instructions for Mathematica 9 don't work anymore. How can I do it?
4
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1answer
112 views

Smooth Density Histogram with probability areas

As an example, for a normal distribution everyone knows that 68% will fall within one standard deviation away from the center and so on. The following code will give me a 2D Normal distribution and ...
3
votes
3answers
519 views

How would you visualize a multivariate Gaussian in high dimension (>3D)?

Obviously, I can't do: Plot3D[PDF[ MultinormalDistribution[{0, 0, 0}, {{1, 0, 0}, {0, 1, 0} {0, 0, 1}}], {x, y}], {x, -20, 20}, {y, -20, 20}] How would ...
0
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1answer
59 views

Create Poisson distribution

I would like to make a phone call at the average arrival rate of λ = 300 [call / minute] per minute in the Poisson distribution of the telephone exchange and save it on the list. I don't know even if ...
1
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1answer
54 views

Issues computing expectation

I am interested in computing a conditional expectation, but not sure what is the best way to do it. All the methods I have used seem to have issues. Let $Y=X_1+X_2$ where $X_1$ and $X_2$ are ...
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1answer
51 views

Conditional expectation using derived distribution [closed]

While this question can be solved using some (hand) analysis and standard calculus, I would have thought that the following code would have worked: ...
0
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1answer
63 views

Double Integral to compute conditional expectation

Let $V=X+Y$ where $X$ and $Y$ are independent random variables, both normally distributed with $\mu=0$ and $\sigma=1$. I am interested in computing $E[X \mid V\geq c]$ where $c$ is an arbitrary ...
0
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1answer
140 views

How to use Mathematica's Moment Generating Function?

Given the following p.d.f., which is the p.d.f. of the ratio between a complex Gaussian and a Chi-squared RVs: \begin{equation*} f_U(u)=\exp\Big\{{-\frac{1}{4 u^2}}\Big\} \,\frac{\left(8 n u^2-1\...
19
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5answers
1k views

Sisyphus Random Walk

A Sisyphus Random Walk evolves as follows: With probability (r) you advance the position of the walker by +1. With probability (1-r) the walker resets at x0 = 0. To simulate the probability of reset ...
7
votes
5answers
1k views

Survival Probability for Random Walks

The Survival Probability for a walker starting at the origin is defined as the probability that the walker stays positive through n steps. Thanks to the Sparre-Andersen Theorem I know this PDF is ...
8
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2answers
236 views

Overloading functions like Mean for distributions

I'd like to understand how functions like Mean are overloaded to provide the right behavior for the distributions in Mathematica (like NormalDistribution or PoissonDistribution). I originally assumed ...
17
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1answer
243 views

Possible bug in OrderDistribution? [Update: Confirmed by Wolfram Research and enqueued.]

Bug Introduced in 11.3 or earlier Initial testing indicates this has been addressed in 12.0 Observe: ...
3
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3answers
113 views

Efficient function for life duration probability?

Sent to me by a colleague asking me for assistance (the function as is breaks): ...
0
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1answer
57 views
0
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1answer
83 views

Mathematica failing to compute function to calculate integral over a region bounded by straight line

Statement of the problem Consider the following situation: You have a model which employs a bivariate distribution with known parameters. You have a random realization from the distribution ...
1
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2answers
106 views

Sampling data from numerical values of density distribution of nucleons

How could i sample my data which follows distribution if i have only numerical values of density distribution as an example data attached as in picture I tried but do not know how to do it. The data:...
0
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2answers
84 views

Finding area under a PDF

Suppose I have a PDF with mean a and standard deviation b defined as below. How would I go ...
1
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1answer
64 views

Computing the PDF of a WishartMatrixDistribution. Is this a limitation in the PDF Mathematica function?

I'm trying to compute the pdf of a wishart distribution. Why does PDF[WishartMatrixDistribution[10, IdentityMatrix[4]], 2*IdentityMatrix[4]] not return a ...
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0answers
50 views

CDF of probability from a ClassifierFunction

I have a classifier function that classifies whether a student is likely to succeed in a course given their score on a placement test. From this, I am pulling both the probability of being successful ...
1
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1answer
50 views

How to pass starting values in matrix form?

Consider the following MWE, where I try to pass starting values to FindDistributionParameters[]: ...
1
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1answer
98 views

Finding the optimal probabilty distribution

I am trying to obtain the optimal probability distribution function to the following data. My attempt: ...
0
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2answers
58 views

Partitioning Mixture Distribution Dataset into constituent Distributions

Suppose I have a dataset that is derived from a random sampling from a mixture distribution ...
-1
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1answer
37 views

Is there a workaround for this Solve and NSolve error?

Using either Solve or NSolve gives the same error: ...
0
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0answers
29 views

How to solve when using a Cumulative Binomial Distribution function?

This is probably very simple, but I could not find the answer. How to solve? I tried Reduce as well to no avail. ...
0
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1answer
86 views

Model fitting for concave curve: test if asymptote or convergence exist

I am asking a double check if conceptually I set up proper model and proceeding in good direction to drive conclusions. I have a distribution that looks like this: I want to test if for increasing x ...
4
votes
2answers
90 views

Why does the PearsonChiSquare from FindDistribution and DistributionFitTest differ by a factor of $10^{20}$?

This is similar to the unanswered "Why the results of FindDistribution and DistributionFitTest are not consistent?" My more specific question is: Why do the PearsonChiSquare values for ...
0
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2answers
85 views

How to speed up this calculation regarding the normal distribution?

This calculation takes a very long time! Why? How can I improve it? Thanks! ...
2
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1answer
60 views

Drawing random numbers from TransformedDistribution

Suppose I have created the following TransformedDistribution: ...