# 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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### Why is my read in of data taking so long?

I'm just trying to read in some data before I do some calculations. The data set is over 200,000 values that look like this: Here is the code I am using: ...
1answer
115 views

### How to fit data with superposition of CDFs?

With the help of @JimB, I could fit some experimental data with a CDF using NonLinearFitModel. The set of data is the following: ...
3answers
190 views

### Symbolic integration of logmultinormal distribution

I have been trying to integrate and compute moments of LogMultinormalDistributionin Mathematica, but the integrals don't seem to evaluate. Say for the first moment, ...
1answer
96 views

### TransformedDistribution doesn't seems to work properly in this case

Im trying to get the distribution of the random variable defined by $$Y_n:=\left|\sum_{k=1}^n e^{ i X_k}\right|$$ for arbitrary $n$, where $X_k\sim U[0,2\pi]$ i.i.d. Then I had written the code <...
1answer
2k views

### How to fit a linear model in the Bayesian way in Mathematica?

Basically, I'm looking for the Bayesian equivalent of LinearModelFit. As of the moment of writing, Mathematica has no real (documented) built-in functionality for ...
0answers
53 views

### Best Way For Estimating Parameters Of Hidden Markov Process

Parameter estimation is not stable. First, make a model. ...
3answers
179 views

### How can I calculate the expected value of the sum of “n” i.i.d. variables with any distribution?

Particulary, I would like to find the expected value of the sum of $n$ variables distributed like ParetoDistribution[1,1.14]. For example, this works for the sum of two vars with Gamma distribution: <...
2answers
173 views

### How to find the shape parameters of of a beta distribution given the position of two quantiles?

How to find the shape parameters of of a beta distribution given the position of two quantiles? I am trying to find $\alpha$ and $\beta$ the shape parameters of a beta distribution. I know that my ...
2answers
136 views

### How to define a discrete distribution with non-integer sample space elements (outcomes)?

How to define a discrete distribution with non-integer states (sample space elements)? I know how to define a discrete distribution with integer states: ...
2answers
138 views

### FindDistributionParamters vs. NonlinearModelFit for NormalDistribution

I have the following data: dat["Sag"] ={1.277, 1.913, 1.48, 1.472, 1.787, 1.736, 1.896, 1.715, 1.131} I want to fit a normal Distribution to it and get the ...
4answers
377 views

1answer
197 views

### Create a Venn diagram showing the relations of three sets of quantum states [closed]

I've determined a number of probabilities pertaining to three subsets of the "magic simplex" of quantum states described in https://arxiv.org/abs/1212.5046, and certainly would like to have a ...
1answer
75 views

3answers
109 views

### Average of samples in a period of time

I take samples in an experiment which results low (around 0) and high (around 60) values. In many of the tests, there are more high values at the end of the experiment than at the beginning. The time ...
1answer
98 views

### Symbolic Multivariate Distribution

If I try to input a symbolic multivariate distribution, I do not get a useful result. ...
4answers
1k views

### 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
52 views

### Plotting three related distributions on the same axis

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

### Computing the Expectation

The following solution to this problem was found by @Wolfies: ...
1answer
83 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
79 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
169 views

### TransformedDistribution with Conditioned

Is the following attempt beyond Mathematica 11? ...
1answer
66 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
173 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
126 views

### Fit Markov Chain

Assume a simple Markov Chain with the transition matrix ...