All Questions
9 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
1
vote
2
answers
409
views
0
votes
1
answer
161
views
Minimize Function does not give a solution
I would be tremendously grateful for help with this one:
I wrote a function that, for a given frequency distribution (observed data) that i call fbar, and a probability distribution function of the ...
0
votes
1
answer
129
views
FindMaximum for LogLikelihood fails for multiple parameters
I need to fit a non-analytic data set to another data set using at least 2 parameters: shift and scale. For my 2 data sets (data1 and ...
- 185
7
votes
1
answer
240
views
Tremendous bug using EstimatedDistribution (using NMinimize) in v8.0 and v10.2
Let's define F4 and estimate the distribution of the data:
...
- 1,005
0
votes
1
answer
248
views
Find the maximum of a SmoothKernelDistribution
I am trying to find the maximum of a PDF calculated using the SmoothKernelDistribution function.
I do so by solving the first order condition but Mathematica seems ...
- 3
1
vote
1
answer
179
views
Efficient maximisation of log-likelihood
I would like to efficiently find the maximum $(\sigma,\lambda)$ for the log-likelihood of the derived distribution below. I only need $\sigma$ and $\lambda$ to one decimal place - so not very precise. ...
- 3,167
4
votes
1
answer
258
views
Performance of a bootstrap - time of computation not linear with number of iterations
I'm doing a bootstrap based on this thread with the following code (file.txt here):
...
- 24.3k
2
votes
2
answers
392
views
Performance in calculating maximum-likelihood- based estimates
My probability density function is a complicated one for which numerical estimation is necessary. Here my pdf:
...
- 1,155