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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.

1
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0answers
28 views

Issues with smooth histogram [on hold]

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
99 views

Efficient function for life duration probability?

Sent to me by a colleague asking me for assistance (the function as is breaks): ...
1
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1answer
124 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
52 views

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

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 ...
0
votes
0answers
34 views

Statistics Question regarding probability distribution function [closed]

Suppose that two random variables, X and Y have a continuous joint distribution with the following joint probability density function (pdf): 𝑓(𝑥, 𝑦) = 3/8*(2𝑥 + 5𝑦^2), zero < 𝑥 < 1; zero &...
5
votes
2answers
210 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
60 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
40 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
119 views
0
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0answers
43 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
69 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
77 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
69 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
47 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
31 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
58 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
40 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
51 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
422 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: ...
0
votes
0answers
6 views

Bayesian inference on multiple datasets [migrated]

I have a data-set of synthetic observations that contain an x, y and z component. The model parameters used to make it is known, including the noise level added. I am using a probabilistic ...
3
votes
1answer
109 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
136 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
47 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 ...
0
votes
1answer
59 views

Is there a faster way to compute and resuse this pdf?

I'm trying to compute the pdf of a multivariate normal in mathematica. ...
1
vote
1answer
87 views

Finding the optimal probabilty distribution

I am trying to obtain the optimal probability distribution function to the following data. My attempt: ...
5
votes
2answers
93 views

The function which returns the number of occurences per variable

I have got a list of points:data = {{1,2},{1,3},{1,4},{2,1},{2,3},{2,5},{2,6},{2,7}}. And I wanted to plot a function which will be showing the number of points for ...
1
vote
2answers
96 views
0
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2answers
45 views

Partitioning Mixture Distribution Dataset into constituent Distributions

Suppose I have a dataset that is derived from a random sampling from a mixture distribution ...
-1
votes
1answer
29 views

Is there a workaround for this Solve and NSolve error?

Using either Solve or NSolve gives the same error: ...
0
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0answers
41 views
0
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0answers
27 views

How to solve when using a Cumulative Binomial Distribution function?

This is probably very simple, but I could not find the answer. How to solve? I tried Reduce as well to no avail. ...
3
votes
3answers
314 views

Speeding up the calculation of a binomial sum

Is it possible to speed up this calculation? A[j_, p_, n_] := Sum[Binomial[n, k] p^k (1 - p)^(n - k), {k, 0, j}] Plot[{A[j, 0.5, 12000]}, {j, 0, 12000}] Thanks!
3
votes
3answers
291 views

How to get median based on probability distribution?

From some calculation, I have a distribution of discrete data $(i,P_i)$ and then want to get the median based on this distribution. Naive way is to create a list ...
0
votes
2answers
80 views

How to speed up this calculation regarding the normal distribution?

This calculation takes a very long time! Why? How can I improve it? Thanks! ...
3
votes
1answer
111 views

SmoothHistogram as “Probability”?

In a previous post, the following answer was given: ...
1
vote
1answer
42 views

Drawing random numbers from TransformedDistribution

Suppose I have created the following TransformedDistribution: ...
0
votes
1answer
58 views

Producing a probability distribution numerically

Given that Mathematica could not produce a symbolic solution to the problem stated here, how can I produce many values of $A$ to then create $B$ numerically? ...
0
votes
2answers
92 views

Is this TransformedDistribution beyond Mathematica?

Creating the following transformed distribution $A$ A = TransformedDistribution[Sqrt[x^2], x \[Distributed] NormalDistribution[\[Mu], \[Sigma]]] and then using A ...
1
vote
1answer
86 views

Study frequency of occurrence of alternatives in a test [closed]

There is a test with 5 alternatives A, B, C, D, E, I need to study the frequency of occurrence of these alternatives in a test of 80 questions, "n" times I can not think of a way to program it, help ...
5
votes
1answer
78 views

Annulus distribution in n dimensions: normalising constant, normed mean and variance

I would like to know the normalising constant of a distribution which has the pdf, $$f(x) \propto \sqrt{\frac{1}{2\pi\sigma^2}}\text{exp}(-\frac{(|x|-r_0)^2}{\sigma^2}),$$ where $x\in\mathbb{R}^d$ ...
1
vote
0answers
24 views

Inverse of Normal Distribution CDF incorrect for large value?

I have a function F which is the CDF of the standard normal distribution. The inverse of F should be infinity at 1. However, I ...
2
votes
1answer
56 views

Possible to draw Boxplot using quartiles only?

Sorry about the informality but I am posting from my phone here. Is it possible to draw/sketch a boxplot only using the values of quartiles? For example, minimum is 1, max is 10 lower quartile is 2 ...
4
votes
1answer
137 views

How can I generate random variates from a from a PDF that I have defined?

My problem is that Pick evaluates all the elements of a list at once. In my code I need a similar function that evaluates each element of a list. I need to ...
7
votes
2answers
319 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 ...
1
vote
1answer
60 views

Distance Correlation

I am interested in calculating the distance correlation between a pair of vectors. To do it I use CorrelationDistance function, but I get a distance greater than 1. ...
1
vote
0answers
47 views

How can a .jmp file (from the statistical software JMP) be imported into Mathematica?

The Wolfram documentation and MSE say nothing about the statistical software JMP or .jmp files. A simple Import["filename.jmp"] or ...
1
vote
2answers
52 views

Select rows of data that satisfies both conditions simultaneously

I'm a new user of Mathematica and now I am confused by a problem. Now I have about 2 million rows of data and 3 columns, i.e. a 2million*3 table. What I am trying to do is select rows of data ...
5
votes
2answers
119 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 ...
0
votes
1answer
76 views

Normal distribution plot construction

How would I go about creating a normal distribution graph with standard deviation given by P[x_] = -x*Log2[x] - (1-x)*Log2[1-x] and mean 6? I want to ...