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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15
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317 views

New issue or new setting(s) of Goodness-of-Fit Tests in 11.3@student edition

Bug introduced in 11.3 or earlier and persisting through 11.3.0 or later Just before upgrading to 11.3.0 on last Friday, i was having p-value results from 11.2.0. Not worrying about upgrade may ...
14
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0answers
763 views

Implementation of Partial Least Squares (PLS)?

I'm looking for a PLS implementation for Wolfram Mathematica. I just can't seem to find any implementation for it - do you know one? In general, I'm a bit confused that there exist only so few third-...
9
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0answers
205 views

How to extract tree parameters from RandomForest?

I want to extract the parameters of a decision tree from the object estimated by Classify[]. It seems that parameters of the estimated Classifier are available in the "Models" property. It is ...
7
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0answers
203 views

Is it possible to do probabilistic programming by variable elimination with plain Mathematica 10 or later?

Using frameworks like Figaro it is possible to do probabilistic programming by variable elimination to build a probabilistic model and then run inferences against it in a very intuitive way. Example: ...
7
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163 views

What does the symmetry requirement for the Conover rank squared tests entail?

What does the symmetry requirement for the Conover rank squared tests entail? In that Mathematica link it is stated that the ConoverTest assumes the data is symmetric about a common median. We have no ...
7
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260 views

Multivariate Adaptive Regression Splines (MARS) - Mathematica implementation?

Does anybody have or know of a Mathematica implementation of the Multivariate Adaptive Regression Splines (MARS) algorithm?
6
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0answers
183 views

Does DegreeGraphDistribution sample uniformly?

Bug introduced in 10.0 or earlier and persisting through 12.0 The first symptom (histogram below) is gone in 12.0. The second (fraction of connected graphs) persists, showing that the sampling is ...
6
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0answers
57 views

Problem with Probability and MultivariateHypergeometricDistribution (bug?)

Using the input ...
6
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0answers
860 views

When are `If`, `Piecewise`, `Switch`, and `Which` interchangeable and when are they not?

Experimenting with joint dependent distributions via the TransformedDistribution function, I used the following to derive a distribution where the second variate is ...
6
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880 views

Sensitivity Analysis: Global Sensitivity and Screening

I have a model which accepts several input parameters and now I want to study the sensitivity to certain parameters as described in here: Cross Validated Answer and in Wikipedia. There is also a link ...
5
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63 views

TransformedDistribution using $k$ iid random variables, but $k$ not fixed

Can I create a TransformedDistribution that uses $k$ independent identically distributed (i.i.d.) random variables where $k$ is not fixed? This question is closely ...
5
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0answers
72 views

How to pass a custom method to a particular option?

In an answer to my question More efficient method to compute moments of the Johnson $S_B$ distribution, J. M. has come up with a method to compute the moments of the Johnson $S_B$ distribution, which ...
5
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314 views

RandomVariate, MSE and Cramer-Rao bound calculation

I'm using the following code to plot the variance of a moment estimate of a parameter of Rice distribution and its' Cramer-Rao bound. First I generate $10^3$ vectors $\texttt{R}$ ($10^3$ elements in ...
5
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0answers
188 views

Given two samples, how does LocationTest select its AutomaticTest?

How does LocationTest select its "AutomaticTest" when testing two samples? Background: A previous post poses a similar question ...
4
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101 views

Fit Markov Chain

Assume a simple Markov Chain with the transition matrix ...
4
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60 views

Why is ProbabilityDistribution 100x slower than ExtremeValueDistribution?

The two distributions are the same, except the ProbabilityDistribution cuts out below x=0. The wolfram documentation on ProbabilityDistribution says nothing about speed. A search of this site gave no ...
4
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242 views

Winsorizing in Mathematica and the R package DescTools yields differing results

I am currently trying to winsorize several datasets up to 1000 datapoints in R and in Mathematica for using those in regression estimations afterwards. Following the suggestion in the question http://...
4
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308 views

Goodness of Fit of Copula Distribution

I am trying to find out goodness of fit of copula distribution, but Mathematica 10 gives me the same answer for each copula type. e.g ...
4
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77 views

Derive logistic choice probabilities symbolically

More generally, I am interested in learning what the current limitations of Mathematica are when using it for doing pure mathematics. A recent blog post by Stephen Wolfram (see: http://blog....
4
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117 views

Converting problem into form involving Probability

I want to solve the following problem symbolically, using Probability: What is the probability of the first random variate of a set to be present more than once, ...
4
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314 views

Sparse Principal Component Analysis

I'd like to run sparse PCA on some economic data. There appear to be several R functions available including elasticnet and PMA but I wanted to check if anyone had something coded up directly in MMA ...
3
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176 views

Conditional probability distribution

Suppose I have three random variables $X_1$, $X_2$ and $Y$, where $Y = (X_1 + X_2)/2$. How can I use Mathematica to derive the random variable defined by the condition $Y| X_1 > Y$? Although I ...
3
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0answers
126 views

Computing the p-value using the Kolmogorov-Smirnov goodness of fit test

The Kolmogorov-Smirnov test for the simplified data {1,2,3,4}: KolmogorovSmirnovTest[{1, 2, 3, 4}, UniformDistribution[{0, 5}]] ...
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169 views

Power law fitting package that optimizes fitting parameters based off of the KolmogorovSmirnov MC method

I'm exploring power law fitting and would like to get to a point of making a power law package like what was discussed in this post, where OP references the R poweRlaw package. As per the comments/...
3
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105 views

Piecewise and ProbabilityDistribution malfunction when used together

Yesterday I opened this question, what had a happy end after all. But when I tried to model more complex discrete random variables using Piecewise instead of ...
3
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0answers
80 views

Evaluating an expectation expressed by a difficult expression

Background I have a 2-dimensional space. The receiver is at the center. The locations of transmitters are given by the PPP $\Phi$ with density $\lambda$. The serving transmitter is the one that is ...
3
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0answers
73 views

Calculate PDF of difference of Max and Min for Gaussian random variables

Although this should be a standard question I didn't find it in SE, and it was a nice exercise in Mathematica. Let $x$ and $y$ be two independent Gaussian random variables with distribution $N(0,1)$. ...
3
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123 views

PearsonChiSquareTest for count/frequency data?

I read with interest a previous question on the PearsonChiSquareTest from a few years ago, and one answer was very helpful: Performing a chi-square goodness of fit ...
3
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0answers
97 views

Reliability - Calculate importance factor of random variables in system

I have a system that can fail by 3 different modes. These fail modes functions are ff1, ff2 and ff3. The fail functions have 3 random variables (x, y, z). I can calculate the probabilities of failure ...
3
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0answers
102 views

Parsing RLink RObject for aovlist and other object types

There are some slightly similar requests out there (e.g. Getting R textual output into Mathematica ) but I'm wondering if anyone has put together a more general purpose solution to parsing ...
3
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406 views

Belief Network, Bayesian network

There is already a question about simulating Bayesian networks with Mathematica (Mathematica Package for Bayesian Networks). However, are there any packages or approaches which help in computing the ...
3
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0answers
135 views

What can I do to improve the performance of my calculations?

I'm trying to express a simple probability problem in Mathematica, but am having trouble getting my calculations to execute at a reasonable speed. I have an object whose unknown location is modeled ...
3
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0answers
894 views

Slow mixture fitting when having ill-conditioned covariance matrices. How to make it faster?

I'm using Mathematica 9.0 to fit multidimensional observations with a gaussian mixture. To do so I first adapted these steps to ensure that the mixture parameters are well defined (see https://...
3
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0answers
955 views

Is it possible to marginalize one or several parameters obtained from fitting procedure?

Statistical model analysis package has a few fitting functions. Their arguments are data points, fitting model and parameters in the fit. The result is a set of best values for parameters, which ...
3
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0answers
254 views

Mathematica Complains about Non Symmetric Covariance matrix, when it's not the case

I was doing some fitting with Mathematica7 using NonlinearModelFit. It's quite long the program to do the fit and that's why I am not displaying here ... It goes ok, and I can get the fit parameters ...
3
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0answers
137 views

ProbabilityDistribution PDF on boundary points

I would like to evaluate the PDF of a custom ProbabilityDistribution at the min and max values. However, PDF[...] returns 0 at ...
2
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0answers
19 views

FindDistribution generated errors on specific values

...
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0answers
39 views

How can I generate a Poisson gap sampled list?

tstart = 0; tend = 3; num = 1024; tstep = (tend - tstart)/(num - 1); list = Table[i, {i, tstart, tend, tstep}] // N; Histogram[list] I have a list of 1024 points ...
2
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0answers
93 views

Is Mathematica computing the conditional expectation correctly?

Given a simple case of say 2 independent trials each with probability of success 1/3. Consider a random variable that is gives the 3 times the total successes. We can define this random variable in ...
2
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0answers
70 views

Noise covariance matrix

I am trying to find the noise covariance matrix of a random vector $\mathbf{x}$ with itself. The elements of this vector represent image pixels and are treated as random variables i.e, $\mathbf{x}=\{...
2
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0answers
119 views

Renaming one parameter changes the result of Simplify

Surely the following couple of expressions should both output True: ...
2
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0answers
42 views

Matrix of deviate scores

I am trying to replicate some steps in Jonathon D. Brown's text "Linear Models in Matrix Form: A Hands-On Approach for the Behavioral Sciences" Brown, 2014, p.12. I am creating a "matrix of deviate ...
2
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0answers
47 views

how to derive the conditional covariance matrix of random variables (X1,X2,…,Xn)

It is to my surprise that Mathematica does not have a built-in function to derive a conditional covariance matrix (CCM) for multiple random variables. Since such a ...
2
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1answer
231 views

Standard error of a nonlinear fit

I would like to better understand the process that Mathematica uses to determine the standard error when fitting with NonlinearModelFit. I have been reading this ...
2
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0answers
51 views

How to use EventData correctly to model a trial sequence

I have trials of a component taken with successful trial denoted by 1 and 0 for failure. After every failure the improvements are incorporated before trials are run again. The trials are independent. ...
2
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0answers
132 views

How do I detected linear clusters of points in 3D data?

I have a list of 3D points. ...
2
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0answers
95 views

DistributionChart and kernel smoothing: preventing negative numbers

I am visualising rather scarce data about size distribution of certain objects (here - oil basin areas on continents, to be specific). There is no raw data, but some already processed quantities, for ...
2
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0answers
103 views

How can I access the Criterion function of KI method in `FindThreshold` for a dataset?

I want to find a threshold for some data set, using Kittler-Illingworth minimum error thresholding method (KI method). To do so, I use the Mathematica built-in function ...
2
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0answers
199 views

Generates random number from custom multivariable probability distribution

I have the following input ...
2
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0answers
84 views

NIntegrate over statistical variables with parameter

Essentially, what I am trying to do is the following: Integrate a function which contains the parameter k ...