# 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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### Does Mathematica have an implementation of the Poisson binomial distribution?

I need to work out the probability of having $k$ successful trials out of a total of $n$ when success probabilities are heterogeneous. This calculation relates to the Poisson Binomial Distribution. ...
1answer
41 views

### Plotting three related distributions on the same axis

The following solution to this problem was found by @Wolfies: ...
2answers
82 views

### Computing the Expectation

The following solution to this problem was found by @Wolfies: ...
1answer
61 views

### How to plot Intensity of SmoothKernelDistribution?

For example, we have a list of values data = RandomVariate[NormalDistribution[], 10^3]; then SmoothHistogram[data] By ...
1answer
65 views

### Solve a constrained four-dimensional integration problem for a “magic simplex” probability

Equation (7) in the 2012 paper, "Complementarity Reveals Bound Entanglement of Two Twisted Photons" of B. C. Hiesmayr and W. Löffler for a state $\rho_d$ in the "magic simplex" of Bell states \begin{...
2answers
147 views

### TransformedDistribution with Conditioned

Is the following attempt beyond Mathematica 11? ...
1answer
47 views

### Calculate plausibility in Dempster-Shafer theory

I want to use Mathematica to show which subsets of a power set are required to calculate the plausibility for a given set in a power set. This has lead me to compute a summation with a ...
1answer
90 views

### Generate a uniform distribution over an $n$-simplex employing quasi-random low-discrepancy points

This post is intended in a similar direction to an earlier one Can I use Compile to speed up InverseCDF? . I now wish to generate uniform points in an $n$-simplex (specifically $n=8$), making use of ...
0answers
97 views

### Fit Markov Chain

Assume a simple Markov Chain with the transition matrix ...
1answer
82 views

### Problem with solve

I need to solve this function, but I cannot copy mathematical function, so I display in picture, sorry ...
2answers
103 views

### How to Sample from a Probability Density Function

I've done a pretty good job working my way through and understanding the various ways to calculate the differences between probability distributions through Kullback Leibler Divergence and was happy ...
1answer
86 views

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0answers
28 views

### How to represent nodes in a probability tree

I was trying to investigate the following problem I made up: A bag contains n distinctly coloured marbles. A marble is drawn at random. It is replaced and a second identical marble of the same colour ...
1answer
84 views

### Compute the potential of confusion between two matrices

I have a problem. Any help will be appreciated. In order to calculate the accuracy, sensitivity, sensibility and F1 score between diseases and their symptoms, I have two matrices with a different ...
0answers
48 views

### Estimated LogMultinormalDistribution

How to use procedures designed for EventData for an event data in the bivariate form? That means the bivariate data containing each of the four combinations ...
1answer
84 views

### Plotting 90% confidence ellipses for a gaussian pdf with small variances

Mathematica noob here, and I'm having some issues plotting 90% confidence ellipses of a small-variance 2D Gaussian PDF. I have it working perfectly fine for larger covariance matrices, but absolutely ...
0answers
98 views

Let's define ...
0answers
59 views

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, $\mathbf{x}=\{... 1answer 42 views ### Expectation of two independent random variables I would like to compute the following function of two independent random variables: ... 3answers 135 views ### Slow performance of TransformedDistribution I am trying to use TransformedDistribution for a data analysis task. The distribution performs well with RandomVariate applied. ... 1answer 74 views ### Drawing from InverseWishartMatrixDistribution. A machine precision error? I'm drawing from the Inverse-Wishart Distribution, but I got the following error message: ... 2answers 284 views ### Plot of histogram similar to output from @risk In order to analyze simulated data, @risk provides a histogram with handle bars, so that we can move these handles to see what proportion of data are on each side. For example, . I am trying to ... 2answers 78 views ### Multiple unique random samples? I'm trying to produce$n$random samples from a list, but not all samples, and I'd like the samples to not repeat in the same execution of the command. If I'm not mistaken, something like ... 0answers 60 views ### Perform a constrained integration over$[-1,1]^6--yielding a “separability probability”

To begin with, I have a set of three positivity constraints (ensuring the positivity of a certain (twelve-parameter) $6 \times 6$ "density matrix", denoted in the standard manner as $\rho$, namely, <...
1answer
99 views

### How can I make a frequency plot of successful trials? [closed]

I have got different files with the result of an experiment varying 2 variables. The files are in this link. Each file has 3 columns of data: the first column is the same for all the rows of the file ...
2answers
173 views

2answers
77 views

### Generating FittedModels from vector-valued linear model fits

I have vector-valued data with normally distributed noise that I want to analyse. Assumptions on data can be made; in this specific example, it's expected that components of fitted vector values ...
2answers
76 views