All Questions
17 questions
2
votes
2
answers
131
views
Mathematica can't seem to handle Truncated BinormalDistribution when there is non-zero correlation coefficient
I would like to use Mathematica to analyze (e.g., compute moments, plot, etc) a truncated bivariate normal distribution. For example:
...
- 29
1
vote
1
answer
265
views
1
vote
1
answer
64
views
Using NIntegrate to reproduce NProbability over joint Gaussian distribution
Consider a random vector {s,c} with a bivariate normal distribution. For a vector of positive scalars {a, ß, σz}, I'm interested ...
- 335
1
vote
0
answers
65
views
1
vote
2
answers
144
views
Inaccuracy of the Difference between two $\chi^2$ Cummulative Distribution Functions
I have an algorithm which needs to calculate the difference of two Gamma distributions evaluated at some large values. I cannot do this over CDFs because they give $1$ if a large value is evaluated. ...
- 2,475
0
votes
1
answer
87
views
Inconsistent integration results using expressions and unexplained imaginary numbers
Consider the following code (Mathematica 8):
...
- 194
0
votes
1
answer
129
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 ...
- 194
7
votes
2
answers
420
views
Calculate mean normed distance and normed variance of cone-shaped distribution in N-dimensions
I would like to calculate the mean and variance of the normed distance of a cone-shaped distribution,
$f(x) \propto \exp(-|x|)$,
where $x\in\mathbb{R}^d$, where $d$ can be any positive integer.
In ...
- 3,167
5
votes
2
answers
263
views
Integrating a bivariate distribution over a region bounded by a straight line
Summary of problem: I'm using Mathematica version 8 to try to integrate the bivariate distribution over a region bounded by a straight line. The two random variables are uncorrelated. When I use ...
- 194
1
vote
3
answers
148
views
Limits for Triple Integration
I have 4 random variables: $p_1, p_2, p_3, p_4$
The joint probability distribution function of $p_1, p_2, p_3$ is:
$f(p1,p2,p3) = p_1^{b_1 + x_1 - 1} p_2^{b_2 + x_2 - 1} p_3^{b_3 + x_3 - 1} (1-p_1-...
- 33
1
vote
0
answers
78
views
Efficient computation of density of ratio of two normal random variables
I want to manipulate the density of the ratio of two normal random variables. One way to do this is:
...
- 335
21
votes
3
answers
747
views
More efficient method to compute moments of the Johnson $S_B$ distribution
Here is a very specific feature request. I need
Mean[JohnsonDistribution["SB", γ, δ, 0, 1]]
When I issue e.g.
...
- 2,182
1
vote
0
answers
138
views
Extrapolation of area for a 2D integration
I have a set of points distributed almost uniformly in a certain area of a 2D plane as follow:
An example of data points (orange)
data = {{0.919443, 1.68921*10^-22}, {0.262277, 1.46747*10^-22}, {...
- 23
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
6
votes
2
answers
303
views
When analytical and numerical methods do not agree - Case study with Maximum Likelihoods methods
Here is the probability distribution I am interested in:
$$P(q)=C e^{4 n s q} q^{4 n \nu - 1} (1 - q)^{4 n \mu - 1}$$
, where $e$ is the constant of Euler and $C$ is constant so that the whole thing ...
- 1,155
0
votes
1
answer
180
views
Using ImplicitRegion to define an ellipse around Multinormal distribution for integration
I have both a 2D 'MultinormalDistribution', and also a single xy point, and I would like to be able to calculate the probability of this point (given the multinormal distribution) and also plot an ...
- 103
8
votes
2
answers
2k
views
How to solve for an Z-Score of a T-Distribution?
I'm looking for the Z-Score for a distribution, where the integrated area sums up to 0.90. Unfortunately I always get an error from Mathematica, "nonnumerical value"...
- 1,357