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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25 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
20 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
42 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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0answers
183 views
+100

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
58 views

(rolling) n-weekly average

I have the data of the SPX index weekly ...
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1answer
30 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
50 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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1answer
25 views

Visualize the optimal point for distribution with three parameters

I want to visualize to any distribution with two or three parameter ...
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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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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
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 ...
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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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2answers
66 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 ?
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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
30 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
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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
99 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 ...
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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, ...
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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 ...
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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 ...
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2answers
179 views

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

Consider the following simple example for demonstration: ...
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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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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: ...
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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://...
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2answers
146 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 ...
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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 ...
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0answers
37 views

Create CDF from a custom function

I have a complex function as follows (sorry for ugly script due to many parameters in the code!) which gives CDF of some data. I wonder whether there's any way to write it in CDF form in Mathematica, ...
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2answers
128 views
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0answers
43 views

How to go from a Pareto Distribution in Scipy to a Pareto Distribution in Mathematica?

Assume that I have fitted a Pareto distribution via Scipy and have gotten the following parameters: ...
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1answer
64 views

3D scatter plot combined with user-defined adjustable planes [closed]

I am trying to find some service/application/web-app or otherwise that allows for the following functionality: Plot points in 3d space. Insert plane in 3d space wherever I like. As in it must not be ...
0
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1answer
37 views

outcomes and payoff in probability games [closed]

I am reading probability from AI point of view from book Artificial Intellegence A Modern approach by Russel and Norving. Below is text snippet from chapter 13. One argument for the axioms of ...
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1answer
67 views

Evaluation points following a bivariate Gaussian distribution [closed]

I have a function of two variables, say $f(a, b)$, which I want to evaluate (and later average) in the neighborhood of $a=0$ and $b=0$, with density of points around $(a,\,b)$ following a Gaussian ...
0
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1answer
39 views

How to plot Log(P(x)) in a histogram?

I have been using SmoothHistogram to plot the probability density function $P(x)$ of some experimental data. On the y-axis, I would like to have $\log(P(x))$ ...
2
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1answer
94 views

Speeding up code doing random sampling

I have a particular probability distribution (that is a function of a parameter $\phi$), that I would like to sample from and then do a listplot for that function. Here is the code that I came up with:...
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0answers
42 views

Taylor expansion of expected value of a function with multiple random variables

The expected value of a function of multiple random variables can be approximated by a Taylor expansion. How this can be done in MMA is described in other posts (Link1, Link2). Let's assume we have a ...
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1answer
86 views

Problem with parameters from fitting

I am trying to fit the following data (called TflogqIND): ...
1
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1answer
64 views

Specifying statistical models / Equations between Random Variables [closed]

I'm new to Mathematica and confused about how random variables work. Say I have a standard normal random variable $X\sim \mathcal N(0,1)$ and set $Y := 2X$. Then $\operatorname{Cov}(X,Y) = 2$. Now if ...
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0answers
25 views

Computation of 1- and 2-sided p-values for Fisher's Exact test for 2x2 table based on Monte Carlo

I am looking for code to compute the 1- and 2-sided p-value for Fisher's Exact test for 2x2 tables based on Monte Carlo (bootstrap simulations). For larger 2x2 crosstabulation tables, the exact p-...
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0answers
48 views

Matrix regularization, how to pick $\lambda$

Since v12 FindFit[] now supports regularisation, such as Tikhonov regularization. Do there exist statistics to help guide the choice of the hyper-parameter $\...

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