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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.

3
votes
2answers
48 views

Two dotted lines for reference distribution in QuantilePlot

I'm using QuantilePlot to assess if my data fits a normal distribution using Mathematica 11.3. My data set is large, 500000 points. A histogram of my data plotted with a normal distribution visually ...
4
votes
1answer
86 views

Smooth Density Histogram with probability areas

As an example, for a normal distribution everyone knows that 68% will fall within one standard deviation away from the center and so on. The following code will give me a 2D Normal distribution and ...
1
vote
1answer
47 views

Derivative of integrated noise Gaussian likelihood

In a Bayesian problem with Gaussian likelihood with mean $\mu$ and a uniform prior on the standard deviation $\sigma$, it is possible to derive the marginal posterior (where $\sigma$ has been ...
0
votes
1answer
62 views

Box Plot of Classified Data

I have three sets of data which are collected in Jan, Feb and Mar respectively. I would like to make a box plot to show the monthly variations. As the data volume is large, I classified the data ...
2
votes
1answer
32 views

Computing the Multivariate Normal density gives sometimes different values from in-built function

I'm trying to define the density of the Multivariate Normal distribution, since it will be faster to compute for greater dimensions (vectors of size 50 or more), specially when I have to do those ...
2
votes
1answer
76 views

Installing R for use with V11.3 on Windows 10

I can't install R on Windows 10. I tried some solutions that I found on the Internet, but they did not help. ...
0
votes
2answers
77 views

Calculating the probability of hitting, Fisher linear discriminant

I have 4 data matrix, which are described two parameters. (M1, M2, M3, M4). So I made transition from base parameters to principal components and displayed them in ...
5
votes
2answers
104 views

How to preserve normalization in NDSolve?

I have a probability density function: $P_{init}(x)=\exp(-(x-x0)^2)/\sqrt{\pi}$. I am trying to use it as the initial condition for the following partial differential equation: ...
1
vote
2answers
138 views

How to evaluate the integral $\displaystyle\int_0^\infty(\sigma^2)^{n/2+1}e^{-a/\sigma^2}d\sigma^2$? [closed]

I want to evaluate this integral: $\qquad \displaystyle\int_0^\infty(\sigma^2)^{n/2+1}e^{-a/\sigma^2}d\sigma^2$ Mathematica produces the following error message: Invalid integration variable or ...
0
votes
0answers
3 views

How to calculate scratch card probability [migrated]

A scratch ticket has 15 cells. How do you calculate the probability of scratching 6 winning images before scratching 9 losing images? I'm trying to build a simple online game and struggling with ...
2
votes
1answer
65 views

Label quartile / quantile data

I searched for a WL implementation of the Python Pandas qcut function but could not find one. Anyone aware of an implementation? For the moment I just need quartiles and the assignment of values in ...
19
votes
5answers
1k views

Sisyphus Random Walk

A Sisyphus Random Walk evolves as follows: With probability (r) you advance the position of the walker by +1. With probability (1-r) the walker resets at x0 = 0. To simulate the probability of reset ...
0
votes
2answers
53 views

How to define mixtures of random variables? [closed]

I am confused by the behavior of MixtureDistribution, even though that sounds like what I would need. Let's say I want to get a parametric solution for the ...
3
votes
1answer
86 views

Problem with the Inverse CDF of Non-central F Ratio Distribution

In[3]:= n = 5; n1 = 4; n2 = 6; γ = 0.05; α = 1/370; InverseCDF[NoncentralFRatioDistribution[1, n1 - 1, n1/γ^2], 1 - α - (n - n1)/n2] During evaluation of In[3]...
3
votes
2answers
176 views

Why does the function VarianceMLE give a different result from Variance?

Why does the function VarianceMLE give a different result from Variance? And what is it in Mathematica 11.3? Please see the ...
4
votes
1answer
78 views

Highlight all paths in a graph below some threshold length

I have a weighted graph, for example, a random geometric graph within a square domain $[-1/2,1/2]^2$, with a node fixed at the origin. How do I use HighlightGraph to show all paths which start at the ...
0
votes
0answers
20 views

In PearsonChiSquareTest[dataset1, dataset2], how exactly does M get chisqr?

I can't reproduce by hand Mathematica's PearsonChiSquareTest[dataset1,dataset2] on two datasets of discrete rand variables, with lengths ...
1
vote
1answer
132 views

Characteristic Function of 3D Gaussian with Boole

Context Given the Probability Distribution ...
0
votes
1answer
44 views

Characteristic Function of 2D Gaussian with Boole

Context Given the Probability Distribution ...
0
votes
1answer
46 views

How to write a command that produces such a matrix that takes n as an argument, where every node has probability 1/m [closed]

Please help in answering the questions above on mathematica. Which commands do I use to answer the question?
7
votes
5answers
998 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 ...
9
votes
1answer
234 views

Modelling snowfall as a random walk with a drift

I am trying to simulate a (very) simple model of snow fall/accumulation using random walks in the following way: ...
0
votes
1answer
54 views

How does this TransformedDistribution compare to the Normal distribution?

I am working with the following TransformedDistribution: ...
2
votes
1answer
88 views

Properties of an arbitrary (i.e., not fitted) statistical model

Suppose that I have a data and a statistical model that is not the result of fitting, but has a different origin. For example, I have a list of measurements and a ...
3
votes
2answers
75 views

Implementing Cochran's theorem using ChiSquareDistribution[ν]

When samples of $n$ observations are taken from the normal distribution with mean $\mu$ and variance $\sigma^2$ then Cochran's theorem states that $\frac{n S^2}{\sigma^2} \backsim \chi^2_{n-1}$. ...
2
votes
2answers
91 views

BoxWhiskerChart without the data

I have the following for a dataset, but I do not have the underlying data: Mean Median Q1 Q3 range OR max(data) & min(data) Is it possible for me to draw the BoxWhiskerChart?
16
votes
1answer
200 views

Possible bug in OrderDistribution? [Update: Confirmed by Wolfram Research and enqueued.]

Bug Introduced in 11.3 or earlier Observe: ...
1
vote
0answers
38 views

Issues with smooth histogram [closed]

I have a list of data, regarding particle size and I want to get a plot of the particle size distribution. For some reasons I can plot my data into an histogram using Histogram [data, Automatic, "CDF"]...
3
votes
3answers
111 views

Efficient function for life duration probability?

Sent to me by a colleague asking me for assistance (the function as is breaks): ...
1
vote
1answer
131 views

How to do Maximum Likelihood Estimation with this Multivariate Normal?

I'm trying to perform Maximum Likelihood Estimation, where the data follows a Multivariate Normal. The problem, I think, is that in the density, we have the inverse of the covariance matrix. This ...
0
votes
1answer
53 views

Is there a function to solve a complicated event probability problem? [closed]

I need to find the probability of this beast: P[(ABEF)+(CDEH)+(ABEI)+(CDEI)+(ABEJ)+(CDEJ)]. A,B,C, etc. represent events with probabilities close to 0.5 so I don't think rare event approximation can ...
5
votes
2answers
247 views

Record Statistics for Discrete Random Walks

I code a random walk of length 100 drawn from a LaplaceDistribution: Accumulate[RandomVariate[LaplaceDistribution[0, 1], 10000]] I am having trouble counting the ...
2
votes
1answer
71 views

How to fit dated stock market data with non-linear model fit?

I am new to Mathematica and I am currently doing a project on predicting stock market trends using log-periodic power law. I am trying to fit stock market data to the following equation. y(t) = A + B (...
0
votes
0answers
42 views

How to use Mathematica to solve probability problems

I'm working on some math with Bayesian Networks. I want to find P(A|B) in terms of P(B|A), ...
2
votes
2answers
135 views

Anyway to Speed up this code?

I have the following code: ...
1
vote
0answers
52 views

Convolution of an Image with Gaussian sigma = 1

I'm new to image processing and I've been testing out different Gaussian blur filters. Out of curiosity, I generated an object that is a 2D Gaussian with sigma = 1. I convolved this object with a ...
0
votes
1answer
75 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 ...
0
votes
2answers
83 views

How to compute the density of a Inverse Wishart Distribution?

How does one compute the density of the inverse of a Wishart distribution in mathematica? The MultivariateStatistics package only has the Wishart density, and not the inverse Wishart... Any help ...
2
votes
1answer
73 views

Loading MultivariateStatistics` changes colour of some multivariate distributions to red in notebook. Should I be worried?

I need to use the pdf of a Wishart distribution which is only defined in the package MultivariateStatistics`. However, after loading the package, some or all of the ...
1
vote
1answer
52 views

Computing the PDF of a WishartMatrixDistribution. Is this a limitation in the PDF Mathematica function?

I'm trying to compute the pdf of a wishart distribution. Why does PDF[WishartMatrixDistribution[10, IdentityMatrix[4]], 2*IdentityMatrix[4]] not return a ...
2
votes
0answers
35 views

how to derive the conditional covariance matrix of random variables (X1,X2,…,Xn)

It is to my surprise that Mathematica does not have a built-in function to derive a conditional covariance matrix (CCM) for multiple random variables. Since such a ...
4
votes
1answer
59 views

Can this multinomial probability query performance be improved?

I'd like to get the probability that some N samples of M equiprobable events does not have any case of the M possible individual outcomes having more than some maximum value. The code I'm using on ...
0
votes
0answers
43 views

Uniform distribution on the manifold: There exist a build-in solution?

In general, the problem is to generate many random points on the (high-dimensional, compact, smooth) manifold ~~ uniform distribution w.r.t. lebesgue measure. So, this is a common in the Monte-Carlo ...
1
vote
1answer
52 views

Is there any functions to extract the combinations of sets [closed]

Suppose I have a function f which is depending on a,b,c (f[a_,b_,c_]). these a, b, c can take two value zero and infinity. How to have a combination of the function f when it takes zero and infinity ...
6
votes
2answers
433 views

Fitting PDF to two normal distributions

I'm trying to fit this data As you can see there's two peaks. I want to fit this curve with two normal distribution with the same variance but different mean. So far I've got this: ...
3
votes
1answer
112 views

Information flow using entropy does not give me an output

Here are few equations to calculate the quantity of information flow (i..e., mutual information): I wrote the following code (a primitive one) to calculate ...
2
votes
2answers
143 views

How do I define and plot a function involving random variable? [closed]

I am struggling to define and and plot the following function: $\qquad \sin(x) + 0.15\,u$ where u is a uniform random variable in the range [-1, 1]. How can I define such a function and then plot ...
0
votes
0answers
50 views

CDF of probability from a ClassifierFunction

I have a classifier function that classifies whether a student is likely to succeed in a course given their score on a placement test. From this, I am pulling both the probability of being successful ...