# 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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### Can the WishartMatrixDistribution command be used for generating random density matrices?

I am interested in generating random members of two classes of $n \times n$ positive-definite matrices $A$ and $B$--the former symmetric in nature, the latter, Hermitian. The standard (Ginibre-matrix-...
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2answers
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### EstimatdDistribution returns evaluated expression, not function name/

Ok, this takes a little bit o preparation. I'd like to estimate a distribution for some data. I have a distribution function that is not part of the canonical Mathematica set so I define it via ...
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2answers
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### Hypothesis testing with LogLikelihood methods in Mathematica

I'm trying to understand Likelihood methods and hypothesis. To this end I am trying to construct small examples that I can play with. Let's say I have some data which I know (or suspect follows the ...
2answers
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1answer
137 views

### Smooth Kernel Distribution

I have 20060 dates and I used the SmoothkernelDistribution function to get a distribution of them: However, I also need a functional form of the distribution to use it in another program without use ...
2answers
59 views

### How to get a list of exponentially distributed points sampled in a range

I want to get 256 points exponentially sampled in a range, and then get its histogram. If I plot PDF, I get the following: ...
1answer
119 views

### FindDistribution[] with error bars? (And a ChiSquared Question)

I've got some data defined as follows: ...
3answers
1k views

### How to solve the Monty Hall problem?

Problem For purely recreational purposes I would like to solve the Monty Hall problem with Mathematica using the function Probability (dedicated to the calculation ...
0answers
149 views

### How to calculate and plot the joint distribution probability density function of independent variables

Knowing that X and Y are independent of each other and follow the standard normal distribution, I want to know how to find and ...
2answers
138 views

### Expectation of product of independent random variables (using Expectation function)

I'm trying with no luck to get Expectation to calculate the expectation of expressions containing sums of products of independent random variables. For instance, ...
1answer
115 views

### How to use Quartiles to work the same as TI-83 calculator? [closed]

The statistics book I am using defines quartiles the same as Method 1 explained in wikipedia. Use the median to divide the ordered data set into two-halves. If there is an odd number of data points ...
2answers
166 views

### Calculate combined standard deviation

If I have a data that I fit with NonlinearModelfit that fits a data based on two fitting parameters, c1 and ...
0answers
43 views

### How to calculate with right probabilities values?

My code solves the equation G(Ht) using random p probabilities for each value of d in my <...
1answer
54 views

### Confidence interval considering the division of 2 means with different CIs? Statistics

I have the mean and its confidence interval (standard deviation and size of its sample) of 2 different data A and B. I want to divide A/B and get the confidence interval of its division. Is there a ...
1answer
51 views

### Using NIntegrate to reproduce NProbability over joint Gaussian distribution

Consider a random vector {s,c} with a bivariate normal distribution. For a vector of positive scalars {a, ß, σz}, I'm interested ...
3answers
63 views

### Contribution of 3 groups of data to an overall PDF

I have a time series that is comprised of 3 subgroups. I want to know how I can calculate the contribution of each of these subgroups to the overall PDF. ...
1answer
74 views

### Gaussian Integral incorrect

I'm trying to learn about the Gaussian Normal distribution using Mathematica. So I defined my Gaussian like this ...
1answer
62 views

### Domain of ProbabilityDistributions

I am trying to do some symbolic statistics. Is there a way to get the Domain of a distribution? Like this ...
1answer
96 views

### How do I implement random selection in my code? [closed]

I would like to display the value of G[Ht], which is actually the sum of the equation Ht = (rt - c) d - f [d], but I am having ...
2answers
70 views

### Generate synthetic multi-dimensional data given its correlation and distribution

I am trying to create a synthetic dataset with 3 columns. I know the correlation between each pair of columns. How do I go about it? A search revealed this Copula distribution example, but it creates ...
2answers
96 views

### Finding a Distribution

I'm trying to find the optical distribution for the following data https://drive.google.com/file/d/1z_cSu7w8tlz_uEYHr8Y0fFBTwLNo4jtp/view?usp=sharing As there are a lot of points, the only way to ...
0answers
30 views

### Confusion about EstimatedProcess::ntsprt error

Given the data as follows, ...
0answers
68 views

### Deriving the maximum likelihood estimates for a multivariate Gaussian

I am new to Mathematica and wonder if anyone can give me skeleton of a solution to a simple problem that I will then modify for my purposes as so far I have not managed to properly grasp the syntax. ...
3answers
159 views

### Issues with ProbabilityDistribution

I am trying to specify a user-defined probability distribution with ProbabilityDistribution and am running into errors when I try to obtain the distribution ...
0answers
31 views

### Find at least one distribution with given parameters [closed]

There is a continuous probability distribution that I have only limited information about. I know that its PDF is a smooth unimodal function with exactly $2$ inflection points; I also know numeric ...
1answer
209 views

### RandomVariate cannot sample from a custom multivariate ProbabilityDistribution

Let us try to define 2D distribution through PDF: ...