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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7
votes
1answer
503 views

RandomVariate with a Discrete Distribution

Nature has provided me with a random variable $Z$ taking on the values $0, 1, 2, \ldots$, with probabilities $z_0, z_1, \cdots$. I can sample from the distribution of $Z$ reasonably efficiently (I ...
11
votes
2answers
1k views

Most efficient way to obtain samples from high-dimensional multivariate distributions?

Is MultinormalDistribution[] efficient and easy to use for high dimensions? I have a variable $n$ representing the dimension of a Monte Carlo integration I do on a ...
43
votes
2answers
4k views

RandomVariate from 2-dimensional probability distribution

A probability distribution can be created in Mathematica (I am using 8.0.1) with e.g. ...
41
votes
7answers
6k views

Efficient way to generate random points with a predefined lower bound on their pairwise Euclidean distance

Using Mathematica what is an efficient way to generate a list of $n$ random two dimensional points $\{x_i,y_i\}$ where $i=1,...,n$ so that no two points $p_1$ and $p_2$ in the list has an Euclidean ...
8
votes
2answers
2k views

How to solve for an Z-Score of a T-Distribution?

I'm looking for the Z-Score for a distribution, where the integrated area sums up to 0.90. Unfortunately I always get an error from Mathematica, "nonnumerical value"...
32
votes
5answers
8k views

Showing the correlation of two variables using a plot

I have a list of $\{x_i,y_i\}$ pairs and I want to show that $x_i$'s and $y_i$'s have positive correlation. The result of ...
5
votes
4answers
4k views

Function for Autocorrelation

Is there a built in function to compute the autocorrelation of a signal ?
16
votes
3answers
836 views

Measure a DensityHistogram[] pair similarity

I study human vision and more specifically eye-movements. "If we display 2 symmetrical patterns (20 min one after the other), will our gaze distribution be symmetric is my research question." The 2 ...
11
votes
2answers
928 views

How to define a new copula distribution family

The function CopulaDistribution can be used with the most well known kernels. I was wondering how I can add a new family of kernels in a way that it works in the ...
13
votes
5answers
780 views

Probability problem — Rube Goldberg solution?

A user posted this question on StackOverflow which was closed as off topic: 3 people are playing a game with a standard 52 card deck. Each player is given 2 cards each, possible cards and their ...
3
votes
2answers
439 views

Conditional T distribution

Suppose $(X,Y)$ has a bivariate t distribution. I want to plot the density of the conditional density of $Y$ given $X$, i.e. $Y|X$. I wonder why the following does not work: ...
32
votes
4answers
1k views

Which Distributions can be Compiled using RandomVariate

Recently, Oleksandr kindly showed a list of Mathematica commands that can be compiled. RandomVariate was part of that list. However, whether this can be compiled depends upon the distribution that is ...
12
votes
6answers
2k views

2D Gaussian distribution of squares coordinates

I would like to imitate the structure of this great painting from Ellsworth Kelly in Mathematica. Yet with all the colored squares in Black and the beige one in white. Below is what I have wrote to ...
47
votes
5answers
11k views

Simultaneously fitting multiple datasets

What is the proposed approach if one wants to simultaneously fit multiple functions to multiple datasets with shared parameters? As an example consider the following case: We have to measurements of ...
7
votes
4answers
2k views

Plot Ellipse based on EigenSystem

Please consider the following : ...
16
votes
2answers
391 views

Interfacing Mathematica with MINE using JLink

In last December's Science David N. Reshef, et al. proposed an interesting method to detect associations in data (Detecting Novel Associations in Large Data Sets, Science 334, 1518, 2011). Contrary to ...