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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.
3
votes
Expected value of a lognormal distribution
The function is Expectation not ExpectedValue. Unfortunately,
Expectation[b*x*(1 + ω*x^ρ)^κ, x \[Distributed] LogNormalDistribution[μ, σ]]
does not yield an answer.
If κ is an integer, it does ap …
7
votes
Accepted
How to write down a probabilistic function in Wolfram Language?
For a one-off call:
RandomChoice[{0.25, 0.5, 0.25} -> {1, 2, 3}]
To make a function as you request:
f[d_] := RandomChoice[d[[All, 1]] -> d[[All, 2]]]
f[{{0.25, 1}, {0.5, 2}, {0.25, 3}}]
Note a c …
1
vote
0
answers
60
views
Covariance of TimeSeries in v10.0-10.3
The following works in v11.2-12.0:
ts1 = TimeSeries[{{0, 0}, {1, 1}, {2, 0}, {3, 1}}];
ts2 = TimeSeries[{{0, 1}, {1, 0}, {2, 1}, {3, 0}}];
Covariance[ts1, ts2]
(* -1/3 *)
but fails in v10.0-10.3 wi …
4
votes
3
answers
315
views
Expectation of a Sum
I'm using Expectation to calculate the Gaussian integral of a user-supplied function. The following works well and fast (< 1 second):
a[xi_, xj_] := E^(-1/2*(xi - xj)^2/σa^2);
Expectation[a[x[i], x[ …
2
votes
Accepted
Polynomial fitting to obtain the growth rate
First, plot your data ($n$ vs $t$) on a log scale:
ListLogPlot[data]
As Roman suggests, a linear fit on log scale is the growth rate you're interested in. It doesn't look like there's any lag phase …
7
votes
Sisyphus Random Walk
Another approach would be to formulate this as a DiscreteMarkovProcess. Since DiscreteMarkovProcess only allows a finite state space, we need to truncate at some large distance xmax. Also note that …