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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81 views

Can this previously solved three-dimensional constrained integration also be solved with certain added products in the integrand?

In Solved3DConstrainedIntegration the constrained three-dimensional (Hilbert-Schmidt-metric-based HSmetric) integration problem for the absolute separability probability of the two-qubit (quantum bit)...
4
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2answers
290 views

Polynomial fitting to obtain the growth rate

We -- my friend -- had asked a question here, which was not completely related to Mathematica, however, in a hope that someone familiar with the topic could help. There are still some aspects which we ...
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1answer
65 views

Convolution of two independent geometric random variables with parameters $p$ and $q$ [closed]

I am trying to use Mathematica to do some computations in Advanced Probability. I am quite new to Mathematica, so I need help in understanding the Convolve function. I used Mathematica 11 to compute ...
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1answer
57 views
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How to draw a line marking where each chapter occurs in a text? [duplicate]

I am performing a text analysis on C.S. Lewis's book The Lion, the Witch, and the Wardrobe. I have created the following analysis of textual occurences of Aslan or Lion, Peter, Lucy, Edmund, Susan, ...
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1answer
74 views

Root mean square error of bearings

I have two sets of bearing angle data, one is forecast and the other one is actual, i.e. ...
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0answers
66 views

Full Information Maximum Likelihood - Under some other name in Mathematica

I have recently stumbled upon something called FIML - Full Information Maximum Likelihood. Apparently this methodology helps overcome missing variables provided the gaps are random. Searching the ...
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2answers
302 views

How can I speed up RandomVariate in the following case?

I would like to generate random values of some parameter with the weight being the Poisson distribution. An important point is that each time I generate the random number I need to consider the ...
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2answers
104 views

How to obtain the variance of a chi-squared distribution with Mathematica

I'm new to Mathematica and would like to show that for $x_1, ..., x_k$ independent, standard normal random variables the variance of the sum of their squares, i.e., $var(\sum_{i=1}^kx_k^2)$, is equal ...
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1answer
78 views

Evaluate area of random region covered by disks

If I cover a square of side $L$ with $n$ unit disks at random (the disks may overlap the boundary), is there a standard way to evaluate the total covered area $A$? I am looking to observe the density $...
3
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2answers
117 views

Specifying options to underlying `Integrate` when using `NExpectation`

I'm computing the max over a set of uniformly distributed random variables. I know that this value converges to 1 as the number of variables increases. Mathematica is having difficulty computing the ...
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0answers
42 views

Why does making this expression more complex speed up the call to `Probability`?

I have the following code: ...
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2answers
44 views

`KernelMixtureDistribution` error message about precision

I want to use KernelMixtureDistribution to deal with a large amount of data points. For example, the following codes shows how I use it: ...
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1answer
47 views

Finding distribution of sum of two dependent variables

I am trying to find the distribution of the sum of two random variables $(x_1,x_2)$ which have the following distribution: $$f(x_1,x_2) = \begin{cases}2 ( x_1 + x_2) & 0 \le x_1 \le x_2 \le 1 \\ 0 ...
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1answer
69 views

how to perform operations on a subset of a dataset

I have this data set: ...
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0answers
32 views

Unexpected behavior in Bootstrap confidence interval in Mathematica [closed]

EDIT: I think this is expected. There was a bug in my python code I'm computing a bootstrap confidence interval using Mathematica. ...
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2answers
81 views

3D plot of the spatial path of velocity/space stochastic differential equations

I define the following 6 dimensional stochastic (Ito) process- in velocity v/position x. I can plot x1 as a function of t- see script below which has been corrected by Daniel. My goal is however to ...
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75 views

Incorrect result of PDF

The execution of the command ...
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1answer
66 views

How to add weights in fitting?

I have a set of data as: data = {{0, 0.046}, {40, 0.111}, {80, 0.291}, {120, 0.808}, {160, 1.742}, {200, 3.319}, {240, 5.017}, {280, 5.503}, {320, 5.897}} With ...
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31 views

How to compute the unbiased fit variance considering the option "Weights" in "NonlinearModelFit"

I am doing a non linear model fit. I know how the fit variance is computed when I do NOT assign weights to the fit, for example: ...
3
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1answer
82 views

How does Mathematica compute the covariance matrix using "MultiNonlinearModelFit"?

I am doing a simple multi-non linear fit. I get the covariance matrix. Does anyone know how Mathematica calculate this Matrix? I have found the computation when mathematica fit only one signal but ...
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1answer
242 views

How to make this Box Plot

I want to mimic the following style (not necessarily the same data) So far, I got the following ...
4
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1answer
125 views

Calculate median of pdf using NSolve [closed]

I was trying to compute the median of a pdf using NSolve, defined such that $$ \int_{0}^{\rm median}p(x)dx = \frac{1}{2} $$ but NSolve seems unhappy about solving for an upper limit of an integral. A ...
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1answer
93 views

Texas hold 'em poker game Probability task

I wrote this code below ...
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0answers
54 views

ExampleData problem

When running : iris = ExampleData[{"MachineLearning", "FisherIris"}, "Data"]; I get the message : ...
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2answers
71 views

Expectation[] not working for relatively simple expression under lognormal distribution

I am trying to find the expectation of a relatively simple expression under a lognormal distribution with mean [Mu] - [Sigma]^2/2 and variance [Sigma]^2 , but it hangs for a long while and eventually ...
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1answer
106 views

What is the probability that there are three or more consecutive numbers in these six cards?

52 poker cards (except the red and black jokers), 6 cards are drawn from them. What is the probability that there are three or more consecutive numbers in these six cards? The problem have been solved ...
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28 views

Conditional expectation from covariance matrix

Given a vector $\mu = \{\mu_x \mu_y \mu_z\} $ and an equivalent covariance matrix $\Sigma$, I used the following in Mathematica to compute the conditional expectation $\mathbf{E}(Y|Y+Z)$. ...
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1answer
105 views

Solve for p of Binomial distribution

Is there a way to solve for the probability p of a binomial distribution in a set of equations? With some arbitrary functions g[ _ ] and f[ _ ] such that: ...
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0answers
57 views

Why is EstimatedProcess so slow for a vector ARProcess?

I'm trying to fit some 4 x N data to a vector auto-regressive model. However, EstimatedProcess is very slow for this. For a 4-th order vector AR process, it takes more than 10 seconds (for N approx. ...
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1answer
190 views

Probability that one random variable is greater than another

Suppose I have two random variables: Control = BetaDistribution[24,141] Var = BetaDistribution[30,151] I can sample from this easy enough with ...
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1answer
113 views

What is the default binning method of Histogram[]?

Histogram[] command returns a histogram of a set of data. There are different methods of binning, such as, Scott's rule, which we can specify the binning method in Mathematica. My question is what is ...
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1answer
102 views

2D kernel density estimation (SmoothKernelDistribution) with bandwidth estimation: what are the values that Mathematica chooses?

Mathematica has built in bandwidth estimation including the rules Scott, SheatherJones and ...
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2answers
171 views

FindDistribution doesn't return a decent result

I have the following data set: ...
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1answer
51 views

Are there any issues/best practices/suggestions when working with a DataDistribution instead of a distribution?

Suppose there is a random variable $X$ that can take on values $-1,0,1$, with probabilities $P(X=1)=P(X=-1)=.25$ and $P(X=0)=.5$. How can I work with such a random variable in mathematica? (Find the ...
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61 views

CDF of a learned distribution doesn't evaluate

In this simple example ...
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1answer
64 views

Appropriate syntax for constructing frequency table and histogram from experiment with three or more dice?

if I say to input 3, how do I get MMA to make me a table with all the cases on the left, in the center their frequency and on the right a histogram,bar chart, or some other way to represent the above. ...
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46 views

I have found out CDFs of 2 data and listed them. I need to find out the composition of such 2 CDFs

x= RandomVariate[ExponentialDistribution[2], 10] y = RandomVariate[ExponentialDistribution[3], 10] f = EmpiricalDistribution[x] ...
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2answers
226 views

Any suggestions for improving my fitting?

This is not a completely Mathematica question, but I hope people who are familiar both with Mathematica and statistics could help me on this. I have a set of data as ...
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1answer
93 views

Estimating parameters of a custom or constrained distribution

I am trying to estimate the parameters of a custom distribution (an approximation of the skew normal), but I can't get Mathematica to use DistributionFitTest, EstimatedDistribution, or ...
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0answers
55 views

Fixed-Effects Model in Mathematica

I need to fit a model with fixed effects (country and time) to adress the multivariate relation between a dependent variable for 22 countries over 8 years and two independents with the same dimensions....
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0answers
207 views

Fokker-Planck equation [closed]

Is there any package for simulation of Fokker-Planck equation in Mathematica? Or, in general for stochastic differential equations?
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1answer
32 views

Proper probability distribution formatting for DistributionFitTest

I am trying to use an exponentially modified gaussian to fit a distribution, but I think I may be misunderstanding something about how probability distributions work in Mathematica. Running ...
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0answers
28 views

Is ChiSquarePValue from Hypothesis testing package incorrect? [closed]

Needs["HypothesisTesting`"]; ChiSquarePValue[2/10, 1] gives OneSidedPValue -> 0.345279 whereas ...
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1answer
301 views

Can LearnDistribution learn conditionality?

I would like to apply LearnDistribution to multivariate conditional distributions. Here's a simple artificial example: ...
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2answers
440 views

Bug in density function

Executing ...
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0answers
49 views

Implementing approximatePDF function

Sometimes distribution is too complicated for built-in PDF command, so it would be useful to have approximatePDF[dist,x,n] which ...
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0answers
97 views

How to implement statistics for the length of continued fractions of a result on MATHEMATICA

After successfully generating the reduced fraction of two coprime in interval (0,1] with the following; ...
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4answers
609 views

Symbolic Regression

7+ years ago I posted a question here regarding symbolic regression in Mathematica. At that time there did not seem to be much built-in support for this. I'm interested in multi-input models of the ...

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