# 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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### 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 ...
924 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-...
283 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 ...
307 views

### Can LearnDistribution learn conditionality?

I would like to apply LearnDistribution to multivariate conditional distributions. Here's a simple artificial example: ...
268 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: ...
174 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 ...
295 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?
240 views

### Does DegreeGraphDistribution sample uniformly?

Bug introduced in 10.0 or earlier and persisting through 12.1 The first symptom (histogram below) is gone in 12.0. The second (fraction of connected graphs) persists, showing that the sampling is ...
67 views

### Problem with Probability and MultivariateHypergeometricDistribution (bug?)

Using the input ...
955 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 ...
305 views

### Histogram (automatic binning)

There are different methods for choosing widths of bins for a histogram, like Freedman-Diaconis rule. In Mathematica, without choosing a specific method, with the command ...
77 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 ...
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 ...
378 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 ...
197 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 ...
335 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 ...
60 views

### Why is EstimatedProcess so slow for a vector ARProcess?

I'm trying to fit some 4 x N data to a vector auto-regressive model. However, EstimatedProcess is very slow for this. For a 4-th order vector AR process, it takes more than 10 seconds (for N approx. ...
137 views

### Fit Markov Chain

Assume a simple Markov Chain with the transition matrix ...
69 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 ...
343 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://...
373 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 ...
474 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 ...
85 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....
123 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, ...
61 views

### Adding a new statisitical distribution

What would I need to define to add a new statistical distribution to Mathematica? Ideally, it would support as many of Mathematica's statistical functions as possible. In practice, this might most ...
29 views

### Assessing your own classifier function with ClassifierMeasurements or NetMeasurements

The functions ClassifierMeasurements and NetMeasurements expect objects that are created through ...
75 views

### How to reproduce SmoothKernelDistribution[] for the bivariate case

I am trying to reproduce the results of SmoothKernelDistribution[] for the bivariate case. ...
172 views

### Kolmogorov backward PDE with boundary conditions

I am trying to solve numerically Kolmogorov backward PDE with boundary conditions: ...
136 views

Let's define ...
324 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 ...
180 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}]] ...
318 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/...
141 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 ...
83 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 ...
105 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 $N(0,1)$. ...
156 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 ...
103 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 ...
117 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 ...
136 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 ...
1k 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://...
1k 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 ...
268 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 ...
144 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 ...
34 views

### Creating a distribution of random sample means

The following is taken from Chapter 19: Distribution of Random Sample Means from the book: Illuminating Statistical Analysis Using Scenarios and Simulations. Fifty random monkeys, each randomly pick ...
54 views

### ExampleData problem

When running : iris = ExampleData[{"MachineLearning", "FisherIris"}, "Data"]; I get the message : ...
75 views