All Questions
12 questions
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
338
views
Sketching a PDF function (discrete)
I have this distribution: $Probability = 2/(\operatorname{cosech}(x))(k x^{2k}))/((2k))$ for $k$ = 1 to infinity.
How can I do a sketch for any value of $x$?
0
votes
2
answers
124
views
Normalize an L(s, d) function for fixed s
I have the following function L:
σ = 9;
L[s_, d_] = (1/(σ*Sqrt[2*\[Pi]]))*E^(-(1/2)*((s-(-50-11*Log[d]))/σ)^2)
This function L describes basically for some ...
- 291
9
votes
1
answer
638
views
About Silverman's bandwidth selection in SmoothKernelDistribution
I asked the following question in the site Cross Validated: https://stats.stackexchange.com/questions/444320/convergence-of-kernel-density-estimate-as-the-sample-size-grows/444479#444479. It was about ...
- 93
7
votes
5
answers
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 ...
- 675
1
vote
1
answer
275
views
Arbitrary conditional multivariate expectation
I am interested in finding a conditional expectation of a multivariate Normal distribution. For example, let $X$ and $Y$ denote two random variables with a joint normal distribution.
Let $X \sim N(\...
- 145
0
votes
1
answer
317
views
How is the DistributionFitTest[data, dist] function actually using the dist parameter?
The first "Applications" example given for the DistributionFitTest of the Wolfram Language & System Documentation Center is:
Analyze whether a dataset is drawn from a normal distribution:
<...
- 125
7
votes
3
answers
1k
views
P-values differ in tests for normality between Mathematica and SAS
I am testing the following data for normality, in Mathematica and SAS:
...
- 125
2
votes
0
answers
182
views
Marginal distribution with weight
Given a multi-variate distribution $P(\mathbf{x},\mathbf{y})$, I would like to obtain the marginal distribution
$$P_m(\mathbf{x})=\sum\int_{\mathbf{y}}P(\mathbf{x},\mathbf{y})W(\mathbf{y})$$
In my ...
- 1,700
1
vote
1
answer
337
views
In there a way to derive the inverse value of CDF format MultinormalDistribution?
Is there a way to produce the inverse value of multinormal distribution function in CDF format with 0.05 significance level?
I found the function called ...
- 219
4
votes
2
answers
741
views
Using DistributionFitTest on custom distributions in Mathematica 8
I originally posted this question on Stack Overflow, but I didn't get any answers, and I'm hoping to have better luck here.
I'm trying to compute the goodness-of-fit of a bi-modal Gaussian ...
- 151
2
votes
3
answers
380
views
How to Compute Aggregate Best and Worst Cases for a Large Number of Estimates?
I need to aggregate multiple estimations, but I haven't been able to find a built-in function in Mathematica that aggregates multiple probablity estimations (I am specially interested in estimations ...
- 940