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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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 ...
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2 votes
3 answers
146 views

Remove Outliers in BoxWhiskerChart

Is it possible to automatically remove the outliers that are detected by "Outliers" within BoxWhiskerChart? Somehow <...
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0 votes
0 answers
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 ...
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2 votes
0 answers
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 ...
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0 votes
1 answer
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: ...
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3 votes
2 answers
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 $\lambda\in(0,1)$?
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1 vote
0 answers
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 ...
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4 votes
0 answers
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, ...
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10 votes
5 answers
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 ...
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1 answer
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: ...
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2 votes
2 answers
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}...
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2 votes
1 answer
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?) ...
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1 vote
1 answer
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 <...
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4 votes
1 answer
118 views

FindDistribution and parameters

If I generate some data using data = RandomVariate[NormalDistribution[5, 3], 100] Then find the distribution using (1) ...
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3 votes
1 answer
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 ...
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5 votes
1 answer
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 ...
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2 votes
1 answer
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 ...
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5 votes
4 answers
212 views

Solving equation over TruncatedDistribution (FindRoot)

I'm trying to solve the following equation : ...
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3 votes
1 answer
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 ...
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0 votes
0 answers
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, ...
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1 vote
1 answer
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: ...
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1 vote
1 answer
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: ...
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5 votes
2 answers
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 ...
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3 votes
5 answers
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 ...
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  • 245
0 votes
0 answers
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 ...
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1 vote
1 answer
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 ...
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  • 175
5 votes
2 answers
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 ...
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2 votes
2 answers
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: ...
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  • 187
2 votes
2 answers
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 ...
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  • 723
1 vote
1 answer
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 ...
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7 votes
1 answer
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. ...
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0 votes
0 answers
51 views

Error Integrate::ilim: Invalid integration variable or limit(s) in {0.1,0,1}. please help

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? ...
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4 votes
3 answers
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): ...
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7 votes
0 answers
99 views

How To Install R Packages Via R Link In Windows

So it looks like I got RLink working on my Windows machine: ...
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0 votes
1 answer
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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0 votes
1 answer
72 views

How do I calculate Mean Squared Error of parameters alpha and beta? [closed]

...
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6 votes
0 answers
168 views

How To Fit ARMA(1,1)-GARCH(1,1) Model

An ARMA(1,1) model is defined as the following $X_{t}=\alpha_{0}+\alpha_{1}X_{t-1}+\epsilon_{t}+\beta_{t-1}\epsilon_{t-1}$ where a GARCH(1,1) model is defined as $\epsilon_{t} = z_{t}\sqrt{a_{0}+a_{1} ...
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0 votes
1 answer
62 views

construct an unbiased estimator $\hat{\acute{\mu }_k}$ for $\acute{\mu }_k=E[X^k]$ [closed]

Problem: Construct an unbiased estimator $\hat{\acute{\mu }_k}$ for $\acute{\mu }_k=E[X^k]$ for any positive integer k. (1) show its unbiasedness. (2) find its variance $var[\hat{\acute{\mu }_k}]$ (3) ...
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0 votes
1 answer
52 views

How to find Chi Square and p value?

I want to fit derived distribution on real data using chi square goodness of fit and obtain the values of chi square statistic degrees of freedom and p value for the following data. ...
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4 votes
3 answers
258 views

How can I find the expected value of the max of two independent random variables

I want to find the expected value of $\max(X,Y)$, where $X,Y$ are independent geometric random variables with parameters 0.3 and 0.6, respectively. My approach is to do something like ...
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3 votes
2 answers
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 ...
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  • 1,496
3 votes
2 answers
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. ...
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1 vote
1 answer
75 views

Fitting data to a custom Pareto distribution

...
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  • 29
0 votes
1 answer
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 ...
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  • 573
2 votes
1 answer
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 &...
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  • 856
5 votes
1 answer
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: <...
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5 votes
1 answer
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 ...
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  • 1,496
0 votes
0 answers
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 ...
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2 votes
3 answers
113 views

Custom normalization of Histogram

Let us consider the following lists SeedRandom[1] list1 = RandomReal[{-10, 10}, 1000]; list2 = RandomReal[{-10, 10}, 200]; Histogram[{list1, list2}, 100] The ...
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  • 1,578
2 votes
1 answer
79 views

ProbabilityDistribution[] function just hangs

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