# 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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### Problems with animation

I am trying to make a random walk simulation with Animate, but somehow it doesn't produce the animation I want. ...
1 vote
75 views

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### What is the largest value of a Poisson random variable with mean 1 [closed]

I know that a Poisson random variable (say with mean 1) is a discrete random variable that takes values on all non negative integers. I am curious to know what is the largest integer Mma could return ...
67 views

### How to find conditional probabilities for simple 4 categories problem?

Imagine you are give the following problem: There is a 50% chance of diagnosing an illness correctly as "Known" instead of "Unknown". There is a 50% that available treatments &...
108 views

### LogitModelFit to predict a categorical variable

I am trying to predict life expectancy based on GDP per capita and literacy rate. Life expectancy is coded as low and high, and the two predictor variables are numerical. Here is some sample data: <...
83 views

### LinearModelFit for ANCOVA Issues with Fitted Model & Plot with Bonferroni F-value corrections

In attempting to modify the example for generating an ANCOVA model for my data (data3), which is for purposes of illustration the first 20 and the last 20 records of a larger dataset. Here, I seek to ...
42 views

### How to implement confidence intervalls into a Weibull-plot

I'm working on the plotting of a strength-dataset in a ProbabilityScalePlot and want to have a nicer version of how to automatically implement the confidence ...
104 views

### Custom normalization of Histogram

Let us consider the following lists SeedRandom list1 = RandomReal[{-10, 10}, 1000]; list2 = RandomReal[{-10, 10}, 200]; Histogram[{list1, list2}, 100] The ...
78 views

### ProbabilityDistribution[] function just hangs

I have this discrete probability function that I want to utilize with Mathematica's ProbabilityDistribution[] function The distribution is: ...
84 views

### Why am I losing photons in a window?

I'm trying to model a window. For some distribution of light rays hitting the window, I'd like to determine the output angles, and the number of photons which are reflected or transmitted. I'd like ...
37 views

### Generate covariance matrix from related random variable distributions

Say I have a random variable $X\sim\mathscr{N}\left(0,\sigma^2\right)$ and another random variable $Y=X+\varepsilon$, where $\varepsilon\sim\mathscr{N}\left(0,\eta^2\right)$ is independent of $X$. I ...
256 views

### How can I rotate a cube uniformly?

Background Alice, Bob, and the average shadow of a cube I use the following code to simulate this experiment, ...
1 vote
115 views

### How to calculate Jensen-Shannon divergence?

How to write the function (or any other methods) to calculate Jensen-Shannon divergence (JSD) for two (p and q) discrete probability distributions? I need to calculate JSD for too many different (over ...
1 vote
39 views

### I am searching for the Eigen stuff of a non linear transformation

I have a slightly odd problem I have been working on as part of a project on probability models. The full problem itself is not relevant but here is where I am stuck. I have a 6D space $P$, where all ...
50 views

### Making sense of Mathematica's Expectation Function [closed]

I have trouble understanding Mathematica's Expectation function. I understand that it is meant to calculate the expected value of a random variable. ...
1 vote
49 views

### Wrong means given by RandomFunction for StratonovichProcess

Hello I was trying to compute mean of multiple Stratonovich integral (for $W$ standard Wiener process). $$J_{(1,1)} = \int_0^1 \left(\int_0^s 1\,\circ \mathrm{d}W_t\right) \circ \mathrm{d}W_s$$ ...
177 views

### Change of variables of a random variable

I'm looking for a way to perform the change of variable of a random variable. In particular, I've a random variable $X$ with probability density function:  f_X(x) = \begin{cases} a \, e^X \quad &...
96 views

### Problems with DiscreteUniformDistribution

DiscreteUniformDistribution does not seem to work as it should. For a very simple example, let's consider a discrete random variable with PMF given by prob(-1)=1/2 and prob(1)=1/2. First, we create ...
1 vote
I have to construct functions to obtain random numbers from a Gaussian Distribution with mean $\mu$ and variance $\sigma^2$ by using box-muller method and testing the function by sampling from a ... 