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.

Filter by
Sorted by
Tagged with
2
votes
1answer
52 views

How to find a CDF of Y(X) given that we know a probability distribution of X?

Suppose we know probability distribution of X. For simplicity let's say X~UniformDistribution[]. There is also a defined function Y of X (e.g. Y=1/X). How to find a ...
2
votes
0answers
35 views

What is the best way to obtain a numerical probability distribution from a big two-dimensional set of data?

Let us suppose that I have a set of N points described by x-y couples, i.e., I have a table such that, for example, table[[4]]={0.234,0.678}. For every element of ...
1
vote
2answers
132 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. ...
0
votes
0answers
50 views

Small issue with PDE initial condition

I'm trying to solve the Fokker-Planck equation $$\frac{\partial p}{\partial L}(L, \eta)= \frac{\partial}{\partial \eta}\left[\left(\eta^{2}-1\right) \frac{\partial p}{\partial \eta}(L, \eta)\right] = ...
-3
votes
0answers
38 views

Market graph increasing, decreasing and bouncing [closed]

I am developing a market trade bot and need to extract some parameters from market data but I don't have idea how to do it exactly. need your help. 1) How to reproduce if market is increasing or ...
0
votes
0answers
18 views

Algorithm used for variance of WeightedData

There are multiple definitions of the sample variance of weighted data in the literature. Which one does Mathematica use? An equation in terms of the arguments provided to WeightedData[] would be ...
0
votes
0answers
57 views

Strange behavior with Conditioned[]

I am using Mathematica 12.0 on Windows and I recently tried to evaluate a conditional expectation, namely ...
3
votes
0answers
99 views

Kolmogorov backward PDE with boundary conditions

I am trying to solve numerically Kolmogorov backward PDE with boundary conditions: ...
-2
votes
0answers
36 views

Natural response as a parameter in Probit models

I'm attempting to include natural response as a parameter in my Probit models in Mathematica, and as outlined in the PDF below My Covarience matrix should be 3x3. However no matter what I do I cannot ...
0
votes
1answer
32 views
0
votes
1answer
23 views

Simplifying / approximating compound negative binomial - binomial distribution

Suppose we have that the distribution of a count $x$ is given by a binomial distribution: $x\sim \mathcal{B}(n,\theta)$. Further, suppose that the sample size $n\sim NB(\lambda,\kappa)$, where this ...
1
vote
1answer
92 views

Find PDF of a stochastic process

I consider the following Ito process ...
0
votes
0answers
37 views
0
votes
0answers
74 views

Integration of multidimensional Gaussian

How could the following integration of a 6-dimensional Gaussian be achieved? Are there some techniques? (MMA code below) $$\int _{-\infty }^{\infty }\int _{-\infty }^{\infty }\int _{-\infty }^{\infty ...
4
votes
0answers
58 views

CDF of an order distribution derived from a sum of gamma random variables

I am interested in finding an analytic expression for the below cdf of an order distribution, whose form I now describe. Suppose that the time until a particular process occurs can be modelled as the ...
0
votes
0answers
33 views

Optimal way to approximate initial condition for PDE?

I have a Fokker-Planck PDE \begin{align} \frac{\partial p}{\partial L}(L,\eta) = \eta^2\frac{\partial^2 p}{\partial\eta^2}(L,\eta) +(1-2\eta)\frac{\partial p}{\partial\eta}(L,\eta)+\frac{2(\eta-1)}{\...
1
vote
1answer
115 views

Wrong definition of auto-correlation function(ACF)

Consider $X$ to be a random variate with defined expectation $\mu$ and finite variance $\sigma^2$ . Consider a ton of points $X_1,X_2,..X_n$ generated via some process. The points need not be all ...
2
votes
0answers
30 views

Strange result in LinearModelFit ANOVATable

For one of the models I'm building, the p-value in the ANOVA table obtained from the "ANOVATable" properties of a LinearModelFit ...
4
votes
2answers
78 views

TableView: How to change column headings?

I am not even sure whether it is possible. I would like to change column headings of TableView output to letters such as A, B, C etc instead of 1,2,3. Here is an example: ...
2
votes
2answers
309 views

Expectation of function of random variables (example Euclidean distance)

How the expectation value of a nonlinear transform of normal distributed variables can be approximated by Mathematica in case there is no analytical solution? Let's take the Euclidian distance of 2 ...
8
votes
2answers
529 views

How does BoxWhiskerChart detect outliers?

BoxWhiskerChart can detect and show outliers: ...
7
votes
1answer
130 views

About Silverman's bandwidth selection in SmoothKernelDistribution

I asked the following question in the site Cross Validated: https://stats.stackexchange.com/questions/444320/convergence-of-kernel-density-estimate-as-the-sample-size-grows/444479#444479. It was about ...
2
votes
2answers
370 views

Integration of probability density function

I would like to integrate the function so that I know the probability between values between 0 and 90000 ...
2
votes
2answers
78 views

Fit probability distribution from weighted observations?

Consider an observable $X$ which follows some unknown statistical distribution $P$, with elements $x\in X$ in the interval $-1<x<1$. Consider also an observable $Y$ which follows a uniform ...
7
votes
1answer
65 views

Logistic Regression classifier in Versions 12 vs 11.3

There is a mysterious "LogisticRegression" method in MMA, which could be applied as a substitution for missing multinomial logit functionality. In version 11.3 I had the following simple 3-category ...
3
votes
1answer
61 views

How can I normalize a dataset relative to data already given previously?

Some scientific libraries, like Scikit-Learn for Python are able to create normalizing/standardizing functions based on data that is previously given. Looking at the documentation for ...
3
votes
1answer
67 views

White noise at non integer intervals, bug or my mistake?

I'm intending to add white noise to a simple periodic signal ...
2
votes
0answers
69 views

Random Number Generation using LogNormalDistribution

I have a problem that I can't seem to figure out on my own due to limited knowledge of mathematics, and I was hoping I could seek help from the community. I would like to use ...
8
votes
2answers
119 views

Fitting in mathematica when dealing with non-gaussian noise and errors on the data points

How is it best to deal with fitting in Mathematica when the data has a non-normal or non-Gaussian noise on top of it? This could also be phrased as how to fit correctly in Mathematica when your data ...
0
votes
1answer
84 views

How I can Normalize the below given PDF?

I have tried to Normalize the below Code PDF with a such Constant K But I didn't succeed , I have used this instruction: ...
1
vote
1answer
64 views

Real Results from NSolve

I have the following equation that I am solving with NSolve, but Mathematica is giving unusual results when I use the Reals option with the function. Here is the equation: ...
4
votes
4answers
187 views

Setting up uniform distribution over non-rectangular support

$X$ and $Y$ are uniformly distributed over the triangle $T$ in the first quadrant of the $x$-$y$ plane with vertices $(0,0)$, $(1,0)$, and $(0,1)$, so that $$T=\{(x,y)\mid0\le x\le1,0\le y\le1-x\}$$ ...
4
votes
1answer
64 views

Getting dataset whose cumulants match user-provided values?

I'm interested in getting list of numbers whose cumulants match user-specified list of values. Below is an example that works for list of length 2, but I'm interested in generalizing it to higher ...
1
vote
0answers
21 views

How to estimate parameters of TransformedProcess?

Let's say we have the following time-series. ...
0
votes
0answers
21 views

Estimate the Hidden Markov Parameter while keeping some of them are same

How can I estimate the hidden Markov model while using the same value for some of parameters? First, let's get test data (sorry, messy!) ...
1
vote
1answer
32 views

Finding the sum of two independent Normal Mixture Distributions using Mathematica

Suppose random variable $X_1$ is a mixture of two Normal distributions with means of $\mu_A$ and $\mu_B$ respectively, standard deviations of $\sigma_A$ and $\sigma_B$ respectively, and weights given ...
0
votes
1answer
83 views

How can I show multiple PDFs derived from my distribution in one plot

My question is related to the This question. I want to plot different PDFs for a given random variable in the same plot using f[x_NumericQ]. For example, I have ...
0
votes
0answers
33 views

LinearModelFit with predefined coefficients

I want to use an estimation procedure different from OLS (say, LAR or LASSO), but then use the LinearModelFit to produce all the diagnostic statistics. Can I make LinearModelFit or the FittedModel ...
12
votes
4answers
2k views

Is there a way to randomly distribute points within a circle on the surface of a sphere?

I'm attempting to set up a situation where on a 3D sphere, I choose a random point and construct a circle around this point with some radius. I then want to randomly distribute points within this ...
0
votes
1answer
89 views

SmoothHistrogram plot is not smooth [closed]

I used the following code to show a small hump near 5000. With R it's fine but for some reason Mathematica draws strange vertical lines. I tried several combinations of ranges. (Data from here or here....
0
votes
1answer
66 views

Generating random numbers from specified distribution under a constraint

I need to generate 500 numbers from a distribution specified. I used the well-known CDF method, but since I'm new to Mathematica, I don't know how to set a condition on the sum of these variables. <...
2
votes
1answer
97 views

Conditional expectation

Suppose I have a bivariate normal random vector $(Y,Z)'$ where $Y\sim N(μ1,\sigma_1^2)$, $Z\sim N(μ2,\sigma_2^2)$, and $Cov[Y,Z]=\sigma_{12}$. If I want Mathematica to compute the conditional ...
0
votes
2answers
99 views

Non linear fit data

I am trying to fit this data with this two models. In the first one, the solution is too far from the exact values. In the second one, there is an error. Could you please help? ...
-1
votes
1answer
47 views

Single toss of two dice [closed]

Does any one knows answer for this question related to probability? A pair of fair dice is tossed once. If the sum of the two numbers is greater than 9, the probability that one of the numbers is a ...
1
vote
2answers
60 views

How do you calculate the expected value of the sum of random variables?

For instance, when trying to compute $\mathbb{E}[\sum_{i=1}^{10}X_i]$ where $X_i \sim N(0,1)$, I input into Mathematica: ...
5
votes
3answers
139 views

Moments of Multinormal in symbolic form

Gaussian expectations often simplify (20.5 of Seber's "A Matrix Handbook for Statisticians" gives many examples). I'm wondering if there's a way to use Mathematica to produce the formulas semi-...
1
vote
1answer
87 views

How can I generate a histogram for the largest strongly connected component of a directed graph?

With the help of several persons from this forum, I have written the following MMA Code using Manipulate to describe certain ...
1
vote
2answers
75 views

Is there an issue with the correlation function?

I am trying to find the correlation between Uniform R.V.s using the Correlation command in mathematica, but it seems that either I am implementing it wrong or the software cannot find the answer. My ...
0
votes
1answer
51 views

How would one 3d plot the CDF of a probability mass function in Mathematica?

I have attempted to plot the Cumulative Distribution Function of a simple piecewise probability mass function, but the code: ...

1 2 3 4 5 27