# 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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19 views

### How to measure a LearnedDistribution?

I would like to measure the qualities of a LearnedDistribution in general and with regard to test sets. The docs say that it takes an option ValidationSet, but ...
146 views

### Remove Outliers in BoxWhiskerChart

Is it possible to automatically remove the outliers that are detected by "Outliers" within BoxWhiskerChart? Somehow <...
14 views

### how to find the CDF of double truncated exponetial distribution [duplicate]

tring to find the cdf of double truncated exponetial distribution using the follwing code ...
38 views

### Converting between mean time between failures and survival probabilities

This is more of a math question, but I'm hoping some math wizard can help me map these concepts to functions in Mathematica's reliability API. $f$ of my machines will experience a failure in the first ...
62 views

### PDF of double truncated exponential function [closed]

I am trying to find the pdf of a double truncated exponential distribution using the following code: ...
360 views

### How can I define a distribution and get the expectation in Mathematica?

How can I define a distribution and get the expectation in Mathematica for $a=a_H$ with probability $\lambda$ and $a=a_L$ with probability $1−\lambda$, where $\lambda\in(0,1)$?
1 vote
47 views

### How To Fit Heston Model To Stock Data Stochastic Volatility Model

The stochastic volatility model known as the Heston model can be expressed in Mathematica in the following way https://reference.wolfram.com/language/example/HestonModel.html Define the Ito process of ...
113 views

### Diffusion probabilistic model in deep generative modeling

Diffusion Models (http://proceedings.mlr.press/v37/sohl-dickstein15.html and https://arxiv.org/abs/2006.11239) are generative models gaining popularity in the community of deep generative modeling, ...
916 views

### How can I efficiently calculate exact probability distributions for D&D dice like "4d8"?

I play a lot of tabletop role-playing games, and I have been interested recently in modeling the various game mechanics involving dice. As I see it, a single throw of an eight-sided die can be modeled ...
64 views

### Simulate geometric brownian motion and use generated data for calculations

I want to generate a geometric brownian motion A with mean $MuA$, variance $SA$ and starting value 0.05. I do the following: ...
94 views

### Definite Integral of Probability Distributions

Suppose at each value of $x$ I define a normal distribution dist[x_] := NormalDistribution[Sin[4 x], Cos[10 x]^2] Now I want to find the distribution  \mathcal{D}...
178 views

### Goodness of fit [closed]

I want to evaluate the goodness of two sets or more fitting parameters, using Rsquared and RMSE (root mean square error), Then how to code?) ...
1 vote
31 views

### Getting the same result from Integrate as Probability

I'm trying to solve a Baysian inference problem (although the details are not all that important for this question) I define two probability distributions P and <...
118 views

### FindDistribution and parameters

If I generate some data using data = RandomVariate[NormalDistribution[5, 3], 100] Then find the distribution using (1) ...
54 views

### ParameterMixtureDistribution with custom distribution

I am trying to use ParameterMixtureDistribution with a custom distribution as the first argument. It does not evaluate. In attempting to solve my problem, I ...
113 views

### Evaluating PlusMinus to 2 decimal answers

How do I evaluate and expand an expression containing PlusMinus such that: N[PlusMinus[1, 1]] returns 2, 0 I'm stuck at ...
96 views

### Bug in Transformed Multi-Normal distribution?

Why is the Mathematica resulting in the weird output whenever the number of variables in the transformed distribution becomes greater than the number of variables in the original multivariate ...
212 views

### Solving equation over TruncatedDistribution (FindRoot)

I'm trying to solve the following equation : ...
119 views

### Error in Metropolis-Hastings with three states?

I wanted to create a simple example of the Metropolis-Hastings algorithm as a sanity check but the check failed and the results do not line up. I have a vector of energies $\vec E=(E_1,E_2,E_3)$ and ...
26 views

### Generating Gaussian-distributed initial conditions from a given bivariate probability density function

I have a coupled system of ODE's for which I would like to choose some initial conditions in the variables (x1,x2) at some initial time, ...
1 vote
80 views

### Displays the mean and standard deviation on the same line [duplicate]

I have data displayed on a line, I want to present the mean as a horizontal line and a standard deviation as a vertical line. Example to code: ...
1 vote
45 views

### Correlation Matrix Not Working on All Numerical Dataset

I am trying to perform a correlation matrix on an all numerical dataset, imported from a .csv with headers specified as row 1: ...
464 views

### How do you generate a random number with a pre-specified probability distribution?

I want to generate a random real number between 0 and 1 but not distributed uniformly but with a probability distribution say, 2 Sin[ pi x ]^2 which integrates to 1 ...
211 views

### Check how far positions in list to straight line

I have a list of X and Y positions, I do not know what the length of the list. I want to create a straight line only by use the first and last position in the list. Then, I want to check how far the ...
44 views

### Non-Gaussian Hidden Markov Process

I'm using estimated process to simulation a Hidden Markov Process with two states using data derived from different ARIMA processes ...
1 vote
46 views

### InverseCDF gives $\infty$ error with an argument $1-t$ where t is very small

InverseCDF works fine with the normal distribution quite far out on the right tail, but eventually I am getting an $\infty$ error. Thus ...
158 views

### How to measure the volume of a 3D point cloud - not using ConvexHull or RippleyRassonRegion. Rather like "boundary" function in MatLab

RipleyRassonRegion and ConvexHull provide the smallest convex region enclosing all points in the set. For regions with real concavities, the volume of this region overestimates the actual volume. For ...
99 views

### Efficient alternatives to a Table based iteration

I have performed some operations using the Table iterator but I am looking for efficient alternatives to my approach. First, some preliminary code: ...
55 views

### Histogram and probability curve for a range of values

I don't know if I will be clear about what I am asking for, but here is my problem: how could I create a histogram (with the probability curve, later) when I have many different values (each one with ...
1 vote
65 views

### Color each curve with its proability to appear

I have a function f(x) which is dependent on a random parameter a. I can define a matrix Y containing {x,f(x),P}, where P is the probability that the curve appears. I would like to plot these curves ...
420 views

### Tuples optimization challenge

Consider a function that for a given integer $0\le n <256$ computes the number of leading zeros in its binary representation. ...
51 views

I am making the code you can see below. I believe the error is that when I plug in values for x it also feeds back to the "dx" in the integration, how can I go around that? ...
267 views

### Expectation of a Sum

I'm using Expectation to calculate the Gaussian integral of a user-supplied function. The following works well and fast (< 1 second): ...
99 views

### How To Install R Packages Via R Link In Windows

So it looks like I got RLink working on my Windows machine: ...
50 views

### Spanning Subgraphs of random sizes with probabilities on edges

I need a way of taking some graph G and obtaining a spanning subset of G where each edge $e_i$ has some probability $P_i$ of being in the subgraph. So the size of the edge sets of each random subgraph ...
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113 views

### Modifying DistributionChart Bin Counts

I have a dataset (converted to a list of lists) that has 50 records, the first column of which represents the number individuals of a species taken in a trawl, the second column the minimum depth of ...
122 views

### 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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79 views

### 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 &...
110 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: <...
85 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 ...
46 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 ...