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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Need help to convert a Matlab script into a Mathematica script?

I would like to convert a small script but a little technical in Mathematica language. Here is the Matlab script : ...
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2answers
27 views

Normalize an L(s, d) function for fixed s

I have the following function L: σ = 9; L[s_, d_] = (1/(σ*Sqrt[2*\[Pi]]))*E^(-(1/2)*((s-(-50-11*Log[d]))/σ)^2) This function L describes basically for some ...
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0answers
37 views

generate statistical table to complete and then review,How can I generate this exact table?

Good morning everyone I want to generate a data table model with intervals (between 5 and 15) following Sturges rule I want to generate a data table model with intervals (between 5 and 15) following ...
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1answer
37 views

CDF function from list

How can I get the CDF for a list of values ​​containing the value of a random variable and its probability? I have: ...
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1answer
30 views

Linear regression: confidence interval of the average of 10 slopes, error of propagation and error of the mean

I have 10 regression slopes in one group, each slope has its associated standard error. Now I want to find the average slope of this group and the associated standard error which will be used to find ...
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1answer
44 views

Conditional Probability of first and second letters in a data set of strings

I have a dataset of strings and I would like to take only the first two letters of each string and find the conditional probability P(Second Letter|First Letter) while only looking at the words of the ...
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2answers
59 views

(rolling) n-weekly average

I have the data of the SPX index weekly ...
1
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1answer
82 views

Exponential Decay fit and printed parameters with integer data [closed]

Problem: I'm trying to plot an exponential decay curve on a set of integer data, and print the various parameters and their uncertainties on the plot itself. Having adapted code from another question, ...
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1answer
31 views

Evaluating $T(x,y) = ((K_h*K_g - K_g)*(K_h*K_g - K_g))(x-y)$?

Define $K_h$ as$$ K_h(x) = \dfrac{1}{h}K\bigg(\dfrac{x}{h}\bigg), $$ where $K$ is the Gaussian function$$ K(x) = \frac{1}{\sqrt{2\pi}}e^{-\frac{1}{2}x^2}. $$ Define the function $T(x,y)$ by$$ T(x,y) = ...
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1answer
51 views

How to find sum of squares of data from a multivariate (Dirichlet) distribution? [closed]

Let $X = Dirichlet(1,1,1)$ be a tri-variate random variable with Dirichlet distribution with parameters all equal to 1. I need to find what $X_1^2+X_2^2+X_3^2$ will be. I did ...
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2answers
55 views

Sampling inhomogeneous spatial point processes

I am looking to generate a point process (random set of points) in a disk of radius $R$, but where the intensity measure decays, for $r$ the distance from the origin of the disk, as $\exp(-r^2/2)$. Is ...
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1answer
25 views

Visualize the optimal point for distribution with three parameters

I want to visualize to any distribution with two or three parameter ...
1
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1answer
791 views

Integration of linked PDFs over probability simplex

I'm trying to integrate the following expression: f[a1,p1+p2+p3+p4]*f[a2,p2+p3+p4]*f[a3,p3+p4]*f[a4,p4] Where ...
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1answer
164 views

Evaluate 3D- and 5D-constrained integrals for absolute separability probabilities

In a recent posting, TwoQubits user JimB, employing a change-of-transformations put forth by N. Tessore, was able to confirm a formula for the "two-qubit absolute separability Hilbert-Schmidt ...
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1answer
61 views

Getting pdf of X^2

My goal is to get pdf of x^2 with x follows N(0,1). I have tried as below but the result(at Out[41] is not what I expected(Sqrt[y] term supposed to be at denominator). How to correct? (I have Copied ...
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0answers
61 views

How does NonlinearModelFit work? [closed]

Suppose I have a model $ f (x) $ with some free parameters $ a, b $ and I want to fit my model to a data set called Dx. How does NonlinearModelFit find the value of ...
4
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3answers
362 views

Constant Distribution

As far as I know, Mathematica lacks a definition for a probability distribution representing a constant random variable. Is this assertion correct? Is there a problem in making such a distribution ...
0
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1answer
92 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 ...
16
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1answer
1k views

Using ANOVA with a “Repeated measures” / “Within-subjects” design

Repeated measures designs or "Within-Subjects" designs are very important in life sciences and social sciences. Unfortunately, Mathematica's ANOVA package is not able to analyze those ...
2
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1answer
60 views

Understanding the Correlation[] function in Mathematica

I have this data for four quantities measured in different temperatures: ...
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0answers
44 views

How to compute an indefinite integral for a general parameter choice?

I am trying to compute the integral: Integrate[E^(a*InverseCDF[NormalDistribution[0, 1], (1 - x)]), x] for a >= 0. The ...
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1answer
178 views

How to plot this pdf

Let $x\sim N(\mu,\sigma^2)$ and $y=\max\{e^{x-1}-\kappa,0\}$. How to get and plot the pdf of y? In particular, there will be a probability mass at $y=0$, which is a nondifferentiable point. I tried <...
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2answers
70 views

TransformedDistribution not returning a function

I'm trying to use TransformedDistribution to find the distribution of a function of two variables that have Normal distributions. The function is $h(x, y)=x^2+y^2$. I tried to do this two ways, first ...
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1answer
68 views

Probability of a point randomly chosen in a circle is nearest to the center [closed]

I've been having some trouble thinking about this problem for a couple days, but everything I've done has been useless, can you guys help me? Inside of a circle of radius A>0, N points are chosen ...
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0answers
21 views

LogitModelFit for predicting Categorical Variable

I was wondering how can I use LogitModelFit to predict the probability of a categorical variable based on non-categorially variables ?
2
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1answer
31 views

How to use one-way ANOVA for three groups?

I want to reproduce the Example illustrated here using Mathematica 12.0. In this example one-way analysis is applied to the following three groups of values: ...
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1answer
31 views

How to find the expected value of a parametric function?

Suppose $a \ge 0$ is a parameter and $X_1$ is an uniform random variable in $[1,4]$ and $X_2$ is an uniform random variable in $[1/2,1]$. How to find the expected value of $\max\{5-X_1a, 3-X_2a,0\}$?
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0answers
15 views

Binned Log-Maximum Likelihood

I have a dataset describing, say, radioactive decays. I studied the binned maximum likelihood method for estimating the mean lifetime. Since I am new to Mathematica, I am trying to understand how to ...
2
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1answer
100 views

Finding Chi^2 of a Non-Linear Fit Model

Question: I have some data, with a y=Ae^(-kt) model applied (It's a radioactive decay), thanks to answers on another question, the model is applied and returns the ...
4
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2answers
148 views

Applying an exponential decay fit with uncertainties

I have some data from a radioactive decay experiment that I'm trying to fit an exponential decay curve on that will take account of the uncertainties on the data, and then ideally return the data for ...
2
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3answers
110 views

Chen weibull distribution

I write the density function of cw distribution and add data to calculate parameters maximum likelihood but the results of Mathematica no like the research ...
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1answer
70 views

Why does FindDistributionParameters[] fail to converge for this distribution? [closed]

During testing my code for calculate parameters The following exception is thrown: ...
2
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1answer
56 views

'FindFit' ignoring certain data points to optimise r^2 value

As shown in the code below, ...
0
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0answers
33 views

Derivative of an expectation function

For a general function $g$, define $f=\mathbb{E}_{(x,y)\sim \mathcal{N}(0, \Sigma)}[g(x)g(y)]$, where $\Sigma=\begin{pmatrix}a & c \\c & b \end{pmatrix}$, and $a>0,b>0,ab>c^2$. I am ...
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1answer
39 views

Confidence interval for variance in fit

When using (Non)LinearModelFit you can get estimates for all parameters and for the variance of the fit and confidence intervals for parameters, but what about a confidence interval for the variance? <...
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1answer
38 views

Values corresponding to SmoothDensityHistogram

I am looking for extracting the values associated with SmoothDensityHistogram. For example in ...
3
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0answers
24 views

Assessing your own classifier function with ClassifierMeasurements or NetMeasurements

The functions ClassifierMeasurements and NetMeasurements expect objects that are created through ...
4
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2answers
179 views

Why is the conditional probability not working for `CategoricalDistribution`?

Consider the following simple example for demonstration: ...
2
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1answer
763 views

Conditional probability

I am new to Mathematica. I am asking how to define a conditinal probability in Mathematica. Here is an example of what I want to do: Assume that $P(x_b\,|\,x_i)=\left\{ \begin{array}{} 1-...
2
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1answer
137 views

Entropy of a distribution

I need to calculate the entropy of a distribution from raw data. I found two approaches here and here. But it seems they don't work for my case. My data is: ...
1
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1answer
42 views

Help with NIntegrate settings to evaluate integral [closed]

I am trying to evaluate this integral: \begin{align*} \alpha_{2}=\int_{-\infty}^{1.645}\left[1-\Phi\left(\frac{\sqrt{25}}{\sqrt{15}} 1.645-\frac{\sqrt{10}}{\sqrt{15}} z_{1}\right)\right] \phi\left(z_{...
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2answers
1k views

Better way to get Fisher Exact?

I want to perform a Pearson's $\chi^2$ test to analyse contingency tables; but because I have small numbers, it is recommended to perform instead what is called a Fisher's Exact Test. This requires ...
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1answer
58 views
1
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1answer
43 views

Moving average over time on data entering stochastically

The examples for using MovingAverage mostly refer to data evenly spaced in time,such as stock values. In typical physics data, events arrive random in time (e.g. radio active decay events, but also ...
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0answers
30 views

ARIMAProcess function: how can I use raw data sheet in ARIMAProcess?

I have a data column given by: $$0.0000093\\ 0.0000019\\ 0.0000003\\ 0.0000002\\ 0.0000032\\ 0.0000002\\\\$$ How can I use the ARIMAProcess function$[1]$ on this data sheet? $$ * * *$$ $[1]$ https://...
2
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1answer
92 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 ...
0
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1answer
56 views

Skewness and central moment

I have distribution which I want to calculate the third order moment function of my distribution. I got confused what is different between Moment third order and ...
2
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1answer
254 views

Automate Poisson Football Scores Prediction

I would like to automate a simple poisson football scores predictions process. I started by importing and cleaning home and away England League team tables data to work on it with Poisson ...
4
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1answer
88 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 ...

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