# 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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### 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 ...
69 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 ...
40 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 $\log(P(x))$ ...
95 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:...
43 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 ...
86 views

### Problem with parameters from fitting

I am trying to fit the following data (called TflogqIND): ...
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 ...
26 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-...
52 views

106 views

### Expectation with conditional random variable [closed]

Given an Exponentially Distributed Random Variable $X\sim \exp(1)$, I need to find $\mathbb{E}[P_v]$ in Mathematica, where $P_v$ is given as: ...
160 views

### Empirical mean excess plot of (μ, e(μ))

Say I generated n random variates from the standard cauchy distribution. I want to construct the empirical mean excess plot of (μ, e(μ)) , where e(μ)={Σ(xi-μ) *I {xi>=μ}}/Nμ . Nμ is the number of ...
126 views

### How to solve following equation with multiple random variables

How can I program the following problem into Mathematica? $X,Y$ are i.i.d. Exponentially distributed random variables. Such that $X\sim\exp(1), \ Y\sim\exp(1)$. All other variables are positive real-...
63 views

### Find intercept line and intercept point from data sets

If I have two set of data such as: ...
139 views

### Problem with fitting a given data with an equation

I want to fit a given data using the approach developed by @Bob Hanlon here: Fit and find fitting parameters of data given an equation I have tried this approach for several different data sets but I ...
37 views

### Moment generating function of Maxima $E[\exp(t \max(X,Y))]$

Let $X,Y$ be two standard normal random variables with correlation coefficient $r\in[-1,1]$. I'm trying to compute the moment generating function of the maxima using Mathematica: ...
27 views

### does Mma provide exact critical values of Mann Whitney U (small samples)

Does Mma provide exact critical values for the Mann Whitney U test, along the lines of haskell? Or just as good, for given two small samples, can I easily ask ...
43 views

### Problem with a BarChart

I have problems with a graph, First: I am using data from a list, before I used RamdomReal, but I can't get it to work. Second: the statistical data doesn't appear in the graph, I do not know why. ...
91 views

### Resources to learn probability with mathematica?

Can someone recommend me any resources to learn Probability with Mathematica. Hopefully a book that has mathematica exercises and code examples.
155 views

### Incorrect results in probability calculation [closed]

By my calculations ...
61 views

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

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

### Translating MATLAB code into WL code [closed]

I want to solve the following problem by simulation. There is a bus with 100 labelled seats (labelled from 1 to 100). There are 100 persons standing in a queue. Persons are also labelled from 1 to ...
95 views

### How to find individual probabilities of all numbers from a list? [closed]

I have the following list of random numbers: ...
70 views

### Probability Generating Function(s)?

I'm very new to Mathematica and I have started to use it since I have been tackling some Physics related problems(I'm an engineer by training). Specifically, I'm dealing with Master Equations and one ...
247 views

### Plotting a normal curve over a histogram

I am teaching a basic introduction to normal curves, and the textbook introduces the topic with the idea of rolling five dice and recording the sum. Do this many times and create a histogram of the ...
109 views

### Estimation of the expected Euclidean distance between two random points on a unit $n$-hemisphere

What is the best approach to estimate, with Wolfram Mathematica, the expected Euclidean distance (in a $(n+1)$-dimensional space) between two points selected uniformly at random on a unit $n$-...
72 views

### How to find the inverse of CDF of geometric function? [closed]

The cdf of geometric distribution is given by $F(x)=1-(1-p)^x$. I want to calculate the inverse of it, for example, $F^{-1}(U)$ I am doing the following ...
134 views

### Estimate the expected distance between two random points on the unit $n$-sphere [duplicate]

What is the best approach to estimate, with Wolfram Mathematica, the expected Euclidean distance in a $(n+1)$-dimensional space between two points selected uniformly at random on the unit $n$-sphere? ...
71 views

### TransformedDistribution of normal and skew-normal distributions

I have the following distributions: distC =NormalDistribution[251.563, 0.317394] distS =SkewNormalDistribution[252.973, 0.503173, 5.59741] I want to analyse what ...