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Questions tagged [probability-or-statistics]

Questions about systematic data collection and organization, or the application of probability theory to model the inherent patterns and properties of sampled data, underlying data distribution(s) or random processes.

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1answer
25 views

How to obtain the correct interpolation for the following data?

I have a dataset DistrTemp.dat. It represents a set of data in the form {{x,y,z,f[x,y,z]}}. Here, x defines a system, while ...
2
votes
1answer
42 views

How to write down a probabilistic function in Wolfram Language?

How does one write a Wolfram function which has a 25% chance of returning 1, a 50% chance of returning 2, and a 25% chance of returning 3? Here is how the data structure might look like: ...
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0answers
34 views

Combinatorics/Permutations [migrated]

A village has about 1 million residents. Suppose each resident has a jar with 100 coins in it.Two jars are considered to be “equivalent” if they have the same number of 10c, 20c, 50c, \$1 and \$2 ...
3
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1answer
74 views

Structural Breaks in a Time Series Model

The Chow test is a test of whether the true coefficients in two linear regressions on different data sets are equal. In econometrics, Chow test is most commonly used in time series analysis to test ...
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1answer
23 views

How to optimize bin counts with weighted data using multiple lists?

I am trying to sort elements in multiple lists into buckets with weighted data. I can do the single-list case based on a previous question. Specifically, the code under Update in the first answer. <...
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0answers
43 views

Plotting correlation between two metrics that contain hundreds of thousands of data points

I wanted some feedback on what is thought of as best practice in terms of showing correlation between two metrics in terms of minutes vs minutes when both metrics contain a large amount of data points ...
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0answers
35 views

Probability plotting [closed]

I am far from expert in maths/stats and struggle to plot an integer function with excel or Minitab. I would like to plot the following function using excel or Minitab. I do not manage to get the ...
2
votes
1answer
59 views

Confusion about Predict Model NameAge

Predict["NameAge", "Claire"] 8 distribution = Predict["NameAge", "Claire", "Distribution"] dataRaw = distribution[[2]] <...
1
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1answer
48 views

Sampling Standard Deviation

Here I found a formula for the sample standard deviation: http://mathworld.wolfram.com/StandardDeviationDistribution.html Here is my simulation: ...
1
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1answer
75 views

RandomVariate sometimes fails for a custom distribution

From the following custom probability density function: fhm[X_, Ao_, x_] := (X/Ao^X) x^(X - 1); I want to get a random variable of $10^6$ points of values. So i ...
2
votes
1answer
105 views

Monte Carlo Simulation of a Double Well Potential (Edited)

I am looking for a possible way to simulate the temperature effect on a collection of atoms sitting within a double well potential, say something like ...
5
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0answers
57 views

Why is SmoothKernelDistribution not symmetric in 2D?

For example, we create SmoothKernelDistribution from one data point in 2D, e.g. {0,0}. Why is the plot of ...
4
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1answer
193 views

Inconsistent simple simulation outcomes?

Bug introduced in 10.4 or earlier and persisting through 12.0.0 or later Two simple kinds of simulating the one-sided exact Fisher-test of obtaining at least 86 successes in 129 draws in a ...
4
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1answer
63 views

ConstantDistribution

As far as I know, Mathematica lacks a definition for a probability distribution representing a constant random variable. Is this assertion correct? Is there a problem in making such a distribution ...
1
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1answer
43 views

Problems with CDF and Distribution Fit Test

I am trying to compare various PDFs for goodness of fit using 100,000 points of simulated data. I use some of Mathematica's built-in PDFs but I also need to generate my own. I have run into a couple ...
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0answers
39 views

Exponential distribution and numerical errors?

I am working on the measure of a Curie Weiss model over a lattice $$ \mu[m] = \frac{e^{\beta N (hm + m^2)}}{\sum_z e^{\beta N (hz + z^2)}}\binom{N}{\frac{(1-m)N}{2}}2^{-N} $$ where $m\in\{-1,-1+2/N,\...
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0answers
49 views

Simulation runs only for smaller number of iterations

The following code does not run for larger number of iterations . It runs for n=5 ,10 etc. but does not run for n=50 or greater. I tried to limit the accuracy goal and precision goal in '...
0
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1answer
28 views

Inverse stochastic problem solution

I am trying to determine a probability density $p(\mu)$ such that, when $\mu$ is inputted into a forward simulation equation: $d \sim \mathcal{N}(\mu,0.1)$, I obtain a distribution on $d\sim \mathcal{...
1
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1answer
128 views

Create a Venn diagram showing the relations of three sets of quantum states [closed]

I've determined a number of probabilities pertaining to three subsets of the "magic simplex" of quantum states described in https://arxiv.org/abs/1212.5046, and certainly would like to have a ...
1
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1answer
47 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 = ...
1
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0answers
109 views

RandomVariate with ProbabilityDistribution performs well in 10.0, but not in later versions

I have a custom probability distribution function and I want to generate numbers according to this PDF. Interestingly enough, this works without trouble on my MacBook with Mathematica 10.0, but when I ...
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0answers
54 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&...
2
votes
3answers
96 views

Average of samples in a period of time

I take samples in an experiment which results low (around 0) and high (around 60) values. In many of the tests, there are more high values at the end of the experiment than at the beginning. The time ...
2
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1answer
82 views

Symbolic Multivariate Distribution

If I try to input a symbolic multivariate distribution, I do not get a useful result. ...
16
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3answers
990 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. ...
0
votes
1answer
39 views

Plotting three related distributions on the same axis

The following solution to this problem was found by @Wolfies: ...
1
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2answers
78 views

Computing the Expectation

The following solution to this problem was found by @Wolfies: ...
2
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1answer
60 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
65 views

Solve a constrained four-dimensional integration problem for a “magic simplex” probability

Equation (7) in the 2012 paper, "Complementarity Reveals Bound Entanglement of Two Twisted Photons" of B. C. Hiesmayr and W. Löffler for a state $\rho_d$ in the "magic simplex" of Bell states \begin{...
3
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2answers
143 views

TransformedDistribution with Conditioned

Is the following attempt beyond Mathematica 11? ...
2
votes
1answer
43 views

Calculate plausibility in Dempster-Shafer theory

I want to use Mathematica to show which subsets of a power set are required to calculate the plausibility for a given set in a power set. This has lead me to compute a summation with a ...
1
vote
1answer
66 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 ...
4
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0answers
95 views

Fit Markov Chain

Assume a simple Markov Chain with the transition matrix ...
0
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1answer
81 views

Problem with solve

I need to solve this function, but I cannot copy mathematical function, so I display in picture, sorry ...
0
votes
2answers
96 views

How to Sample from a Probability Density Function

I've done a pretty good job working my way through and understanding the various ways to calculate the differences between probability distributions through Kullback Leibler Divergence and was happy ...
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0answers
26 views

How to represent nodes in a probability tree

I was trying to investigate the following problem I made up: A bag contains n distinctly coloured marbles. A marble is drawn at random. It is replaced and a second identical marble of the same colour ...
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0answers
57 views

Confusion matrix using data from two matrices

I have a problem. Any help will be appreciated. In order to calculate the accuracy, sensitivity, sensibility and F1 score between diseases and their symptoms, I have two matrices with a different ...
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0answers
44 views

Estimated LogMultinormalDistribution

How to use procedures designed for EventData for an event data in the bivariate form? That means the bivariate data containing each of the four combinations ...
1
vote
1answer
78 views

Plotting 90% confidence ellipses for a gaussian pdf with small variances

Mathematica noob here, and I'm having some issues plotting 90% confidence ellipses of a small-variance 2D Gaussian PDF. I have it working perfectly fine for larger covariance matrices, but absolutely ...
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0answers
50 views

Noise covariance matrix

I am trying to find the noise covariance matrix of a random vector $\mathbf{x}$ with itself. The elements of this vector represent image pixels and are treated as random variables i.e, $\mathbf{x}=\{...
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
129 views

Slow performance of TransformedDistribution

I am trying to use TransformedDistribution for a data analysis task. The distribution performs well with RandomVariate applied. ...
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1answer
72 views

Drawing from InverseWishartMatrixDistribution. A machine precision error?

I'm drawing from the Inverse-Wishart Distribution, but I got the following error message: ...
12
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2answers
271 views

Plot of histogram similar to output from @risk

In order to analyze simulated data, @risk provides a histogram with handle bars, so that we can move these handles to see what proportion of data are on each side. For example, . I am trying to ...
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vote
2answers
70 views

Multiple unique random samples?

I'm trying to produce $n$ random samples from a list, but not all samples, and I'd like the samples to not repeat in the same execution of the command. If I'm not mistaken, something like ...
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0answers
57 views

Perform a constrained integration over $[-1,1]^6--yielding a “separability probability”

To begin with, I have a set of three positivity constraints (ensuring the positivity of a certain (twelve-parameter) $6 \times 6$ "density matrix", denoted in the standard manner as $\rho$, namely, <...
1
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1answer
97 views

How can I make a frequency plot of successful trials? [closed]

I have got different files with the result of an experiment varying 2 variables. The files are in this link. Each file has 3 columns of data: the first column is the same for all the rows of the file ...