All Questions
Tagged with distributions random
10 questions with no upvoted or accepted answers
7
votes
0
answers
80
views
2
votes
0
answers
217
views
Mixture of a bivariate distribution defined as a copula
I define a bivariate distribution:
...
- 24.3k
2
votes
0
answers
115
views
Optimization of custom probability distibutions?
Consider the two tests:
Timing[Do[RandomVariate[NormalDistribution[0.5, 0.3]], {200}]]
{0.001188, Null}
...
- 1,890
2
votes
0
answers
403
views
Von Neumann's method to generate points uniformly distributed on a region of a n-sphere surface
I am trying to generate points uniformly distributed on a region of a single n-sphere surface (all angles in hyperspheric coordinates are between 0 and Pi/2).
I decided to use von Neumann's method ...
- 195
2
votes
0
answers
1k
views
Calculate variance of random walk?
How can I symbolically calculate the variance of the following random walk in Mathematica?
Given several discrete random variables such that $p(Z_i=1-2k)=p$, where $k$ is a small real number, and $p(...
- 839
1
vote
0
answers
101
views
Mathematica cannot generate the random variables for a given Probability Distribution
I need to generate a large number of random variables from the distribution generated by the following code. Distribution is given by DistributionF. The code is ...
0
votes
0
answers
42
views
Combinations of distributions to be called with `RandomVariate`
I'd like to manipulate distributions that I'm going to retrieve using RandomVariate; e.g., I would like to take
...
- 153
0
votes
0
answers
118
views
Generate random numbers for each time-step that are correlated
I want to generate Gaussian distributed random numbers, but i want them to be correlated, e.g $E[\epsilon(t)\epsilon(t')]=C(t-t')$ where $C$ is some function and $E[\cdot]$ denotes the expectation ...
- 227
0
votes
0
answers
369
views
Maximum Likelihood Estimation of Gamma-distribution Scale parameter
I have the following tasks:
Generate random sample with given parameters shape = 2, scale = 0.001 and shape = 2, scale = 1/1200 for the right censored sample;
Using Maximum Likelihood Method estimate ...
-1
votes
1
answer
105
views
Can the WishartMatrixDistribution command be used for generating random density matrices?
I am interested in generating random members of two classes of $n \times n$ positive-definite matrices $A$ and $B$--the former symmetric in nature, the latter, Hermitian.
The standard (Ginibre-matrix-...
- 2,385