# 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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1answer
229 views

### How can I normalize a dataset relative to data already given previously?

Some scientific libraries, like Scikit-Learn for Python are able to create normalizing/standardizing functions based on data that is previously given. Looking at the documentation for ...
1answer
77 views

### White noise at non integer intervals, bug or my mistake?

I'm intending to add white noise to a simple periodic signal ...
1answer
92 views

### Random Number Generation using LogNormalDistribution

I have a problem that I can't seem to figure out on my own due to limited knowledge of mathematics, and I was hoping I could seek help from the community. I would like to use ...
2answers
282 views

### Fitting in mathematica when dealing with non-gaussian noise and errors on the data points

How is it best to deal with fitting in Mathematica when the data has a non-normal or non-Gaussian noise on top of it? This could also be phrased as how to fit correctly in Mathematica when your data ...
1answer
111 views

### How I can Normalize the below given PDF?

I have tried to Normalize the below Code PDF with a such Constant K But I didn't succeed , I have used this instruction: ...
1answer
88 views

### Real Results from NSolve

I have the following equation that I am solving with NSolve, but Mathematica is giving unusual results when I use the Reals option with the function. Here is the equation: ...
4answers
223 views

### Setting up uniform distribution over non-rectangular support

$X$ and $Y$ are uniformly distributed over the triangle $T$ in the first quadrant of the $x$-$y$ plane with vertices $(0,0)$, $(1,0)$, and $(0,1)$, so that $$T=\{(x,y)\mid0\le x\le1,0\le y\le1-x\}$$ ...
1answer
67 views

### Getting dataset whose cumulants match user-provided values?

I'm interested in getting list of numbers whose cumulants match user-specified list of values. Below is an example that works for list of length 2, but I'm interested in generalizing it to higher ...
0answers
25 views

### How to estimate parameters of TransformedProcess?

Let's say we have the following time-series. ...
1answer
47 views

### Finding the sum of two independent Normal Mixture Distributions using Mathematica

Suppose random variable $X_1$ is a mixture of two Normal distributions with means of $\mu_A$ and $\mu_B$ respectively, standard deviations of $\sigma_A$ and $\sigma_B$ respectively, and weights given ...
1answer
95 views

### How can I show multiple PDFs derived from my distribution in one plot

My question is related to the This question. I want to plot different PDFs for a given random variable in the same plot using f[x_NumericQ]. For example, I have ...
0answers
55 views

### LinearModelFit with predefined coefficients

I want to use an estimation procedure different from OLS (say, LAR or LASSO), but then use the LinearModelFit to produce all the diagnostic statistics. Can I make LinearModelFit or the FittedModel ...
4answers
3k views

### Is there a way to randomly distribute points within a circle on the surface of a sphere?

I'm attempting to set up a situation where on a 3D sphere, I choose a random point and construct a circle around this point with some radius. I then want to randomly distribute points within this ...
1answer
119 views

### SmoothHistrogram plot is not smooth [closed]

I used the following code to show a small hump near 5000. With R it's fine but for some reason Mathematica draws strange vertical lines. I tried several combinations of ranges. (Data from here or here....
1answer
126 views

### Generating random numbers from specified distribution under a constraint

I need to generate 500 numbers from a distribution specified. I used the well-known CDF method, but since I'm new to Mathematica, I don't know how to set a condition on the sum of these variables. <...
1answer
180 views

### Conditional expectation

Suppose I have a bivariate normal random vector $(Y,Z)'$ where $Y\sim N(μ1,\sigma_1^2)$, $Z\sim N(μ2,\sigma_2^2)$, and $Cov[Y,Z]=\sigma_{12}$. If I want Mathematica to compute the conditional ...
2answers
116 views

### Non linear fit data

I am trying to fit this data with this two models. In the first one, the solution is too far from the exact values. In the second one, there is an error. Could you please help? ...
1answer
64 views

### Single toss of two dice [closed]

Does any one knows answer for this question related to probability? A pair of fair dice is tossed once. If the sum of the two numbers is greater than 9, the probability that one of the numbers is a 6 ...
2answers
148 views

### How do you calculate the expected value of the sum of random variables?

For instance, when trying to compute $\mathbb{E}[\sum_{i=1}^{10}X_i]$ where $X_i \sim N(0,1)$, I input into Mathematica: ...
3answers
159 views

### Moments of Multinormal in symbolic form

Gaussian expectations often simplify (20.5 of Seber's "A Matrix Handbook for Statisticians" gives many examples). I'm wondering if there's a way to use Mathematica to produce the formulas semi-...
1answer
99 views

### How can I generate a histogram for the largest strongly connected component of a directed graph?

With the help of several persons from this forum, I have written the following MMA Code using Manipulate to describe certain ...
2answers
84 views

### Is there an issue with the correlation function?

I am trying to find the correlation between Uniform R.V.s using the Correlation command in mathematica, but it seems that either I am implementing it wrong or the software cannot find the answer. My ...
1answer
133 views

### How would one 3d plot the CDF of a probability mass function in Mathematica?

I have attempted to plot the Cumulative Distribution Function of a simple piecewise probability mass function, but the code: ...
1answer
41 views

### Weird behavior of Quantile function

I found a very strange behavior of Quantile function when evaluating the following expression: ...
0answers
22 views

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1answer
44 views

### Expression with Boole

Let us have an expression for example, this: 2 (-1 + p) (3 - 4 p + 2 p^2) Boole[\[FormalX] == 1] - 9 (1 - 2 p + p^2) Boole[\[FormalX] == 2] ... For the whole ...
0answers
90 views

### One Function of Two Random Variable

I wonder how to implement below derivation in wolfram mathematica. I want to see integrate results like below picture. Can you help. I used "TransformedDistribution" but it shows only distribution ...
0answers
28 views

### Are these TransformedDistributions identical?

If A1 and A2 are independent random variables, and B1 and B2 are as well, then are the following TransformedDistributions the same? ...
5answers
329 views

### If someone would want to think about the question: mathematical-optimization “Banknote”

I solved the puzzle of IBM Ponder This September 2019 by my code written with mathematica. I would like to share this code after the solution that will come as soon, and discuss it. In the meantime, ...
1answer
97 views

### Speeding up Probability using Monte Carlo

I have a recipe for generating custom distributions, which I want to use Probability[...] on, but am finding that with more than a few variables it very quickly becomes intractable (it runs for hours)....
0answers
75 views

### Slicing an n-dimensional ellipsoid

NonlinearModelFit has as one of its diagnostics a parameter estimate ellipsoid. This is hard to visualize, however, if there are more than 3 parameters being ...
2answers
121 views

### RandomVariate drawn from a custom distribution function takes forever to finish

I'm using the following custom-defined PDF: ...
0answers
54 views

### Moment-generating function of the log-normal distribution. A question about integration

Consider the probability density function $f(x)$ of the log-normal distribution with parameters $-0.1$ and $0.01$: ...
1answer
83 views

2answers
108 views

### TransformedDistribution

I am trying to perform some calculations on a random variable that is the sum of a normal distribution and a truncated normal distribution. My understanding is that using ...
3answers
343 views

### conditional probability of dependent random variables

Suppose I have 3 random variables: $$X \sim \mbox{Bernoulli}(1/2)$$ $$Z \sim \mbox{Normal}(0,1)$$ $$Y = X+Z$$ How do I compute the conditional probability density: $$P(X=1 | Y=y)$$ Attempt1: <...
2answers
168 views

### Idiomatic way to obtain conditional density function from a continuous joint distribution

Context In Mathematica one is able to directly calculate the marginal and conditional probability distributions of a discrete joint distribution (abstracting over the specific details) like so: ...
1answer
233 views

### Assign Error bars for y-intercept

I have some data (x,y) with error bars in y direction: ...
1answer
523 views

### Obtain reduced chi-squared for fit

Dear Colleagues, I have performed a fit according to the code below. The last step is to obtain the value for the reduced chi-squared for the goodness of fit. Does mathematica have a ...