# 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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### 2D kernel density estimation (SmoothKernelDistribution) with bandwidth estimation: what are the values that Mathematica chooses?

Mathematica has built in bandwidth estimation including the rules Scott, SheatherJones and ...
173 views

### FindDistribution doesn't return a decent result

I have the following data set: ...
52 views

### Are there any issues/best practices/suggestions when working with a DataDistribution instead of a distribution?

Suppose there is a random variable $X$ that can take on values $-1,0,1$, with probabilities $P(X=1)=P(X=-1)=.25$ and $P(X=0)=.5$. How can I work with such a random variable in mathematica? (Find the ...
63 views

### CDF of a learned distribution doesn't evaluate

In this simple example ...
65 views

### Appropriate syntax for constructing frequency table and histogram from experiment with three or more dice?

if I say to input 3, how do I get MMA to make me a table with all the cases on the left, in the center their frequency and on the right a histogram,bar chart, or some other way to represent the above. ...
46 views

### I have found out CDFs of 2 data and listed them. I need to find out the composition of such 2 CDFs

x= RandomVariate[ExponentialDistribution[2], 10] y = RandomVariate[ExponentialDistribution[3], 10] f = EmpiricalDistribution[x] ...
232 views

### Any suggestions for improving my fitting?

This is not a completely Mathematica question, but I hope people who are familiar both with Mathematica and statistics could help me on this. I have a set of data as ...
102 views

### Estimating parameters of a custom or constrained distribution

I am trying to estimate the parameters of a custom distribution (an approximation of the skew normal), but I can't get Mathematica to use DistributionFitTest, EstimatedDistribution, or ...
56 views

### Fixed-Effects Model in Mathematica

I need to fit a model with fixed effects (country and time) to adress the multivariate relation between a dependent variable for 22 countries over 8 years and two independents with the same dimensions....
207 views

### Fokker-Planck equation [closed]

Is there any package for simulation of Fokker-Planck equation in Mathematica? Or, in general for stochastic differential equations?
32 views

### Proper probability distribution formatting for DistributionFitTest

I am trying to use an exponentially modified gaussian to fit a distribution, but I think I may be misunderstanding something about how probability distributions work in Mathematica. Running ...
28 views

### Is ChiSquarePValue from Hypothesis testing package incorrect? [closed]

Needs["HypothesisTesting"]; ChiSquarePValue[2/10, 1] gives OneSidedPValue -> 0.345279 whereas ...
307 views

### Can LearnDistribution learn conditionality?

I would like to apply LearnDistribution to multivariate conditional distributions. Here's a simple artificial example: ...
443 views

Executing ...
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### Implementing approximatePDF function

Sometimes distribution is too complicated for built-in PDF command, so it would be useful to have approximatePDF[dist,x,n] which ...
97 views

### How to implement statistics for the length of continued fractions of a result on MATHEMATICA

After successfully generating the reduced fraction of two coprime in interval (0,1] with the following; ...
644 views

### Symbolic Regression

7+ years ago I posted a question here regarding symbolic regression in Mathematica. At that time there did not seem to be much built-in support for this. I'm interested in multi-input models of the ...
53 views

### Mixture of density functions

Can Mathematica select the appropriate number of terms when fitting a density function with a mixture of density functions? If so, can it also select the most suitable distributions involved in the ...
68 views

### Calculating the Conditional Probability from 3 Distributions

I'm not sure if there is a gap in my stats knowledge or Mathematica knowledge but it's time to ask for help. I have the following system I am trying to calculate the condition probability of getting ...
41 views

### Weird behavior of computing sum of two random variables using TransformedDistribution

I want to calculate the p.d.f of two discrete random variables. However, when I made a toy example that random variable was dist and I wanted to find p.d.f. of <...
119 views

### Transformation of random variable

I am looking to recreate a derivation of a PDF using a transform of random variables. I did the original derivation in Mathematica with the Mathstatica package, but when I updated Mathematica recently ...
28 views

### Ratio involving CDF and PDF of a standard normal random variable behaves unexpected when plotted

Good morning, I am plotting the function $h[x]$, see below, and obtain an oscillating behavior in the range $x \in [7.2,8.3]$ that cannot be explained by the function itself. Also for $x \ge 8.4$ it ...
23 views

### NArgMin "function value is not a number" error

The "function value is not a number" type error seems fairly common. Forgive me, but I can't seem to fix my issue using some of the other posts on this site. I'm working on a problem where I ...
142 views

### How can I speed up this pdf path integration calculation with a slow recursive function with 40^4 summed terms in each iteration?

I am writing a path integration code for a numerical approximation to a probability density function. I essentially take some initial continuous probability density function p0 and then perform a ...
162 views

34 views

### A natural work with Missing values

For statistical procedures, is there some simple setting to automatically skip the Missing values? (e.g. Options -> "SkipMissing") The naive ...
59 views

### Does TTest taking into account the Welch's t-test?

TTest has an option VerifyTestAssumptions for "EqualVariance", does it automatically switch to Welch's t-test when variance of the two data sample differ a lot?
104 views

### PDF of sum of (1/(1+uniform distribution)) and a normal distribution

I have a continuous uniform random variable $P∼U(0,1)$ and a normal random variable $X∼N(0,σ)$. If $Z$ is given by $Z=\frac{1}{1+P}+X$ where $X$ and $P$ are independent variables, how can I calculate ...
### Applying Cox modification to Conf. Interv. to $E(y)$ when we only observe $\log(y)$ [closed]
I'm trying to apply the Cox method described in this article: Using the notation in it, let $X\sim \log N(\mu,\sigma^2)$, i.e. $Y=\log(X) \sim N(\mu,\sigma^2)$. Hence, $E(X)=E(e^Y)=e^{\mu+\sigma^2/2}$....