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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.

2
votes
1answer
55 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 ...
18
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
52 views

How to define mixtures of random variables?

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
84 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
171 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
63 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 there paths which start ...
0
votes
0answers
19 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
131 views

Characteristic Function of 3D Gaussian with Boole

Context Given the Probability Distribution ...
0
votes
1answer
41 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
982 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
227 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
87 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 ...
0
votes
0answers
11 views

Probability of two people having a phone number that ends in 99? [migrated]

I’m a history major, so I’m hoping a mathematically minded person much smarter than me can help me out. I believe a single person manages two Twitter accounts that have interacted in the past. The ...
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
88 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
197 views

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

Bug Introduced in 11.3 or earlier Observe: ...
1
vote
0answers
34 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
109 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
130 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? [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
236 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
68 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
41 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
126 views
0
votes
0answers
46 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
73 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
79 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
70 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
51 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
33 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
42 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
426 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
140 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
49 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
60 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
90 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
96 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
108 views
0
votes
2answers
50 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
31 views

Is there a workaround for this Solve and NSolve error?

Using either Solve or NSolve gives the same error: ...
0
votes
0answers
42 views

Simultaneous fitting of polynomial parameters to data [duplicate]

I have two following data-sets: ...
0
votes
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
316 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
294 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 ...