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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 …
Chris K's user avatar
  • 20.4k
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 …
Chris K's user avatar
  • 20.4k
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 …
Chris K's user avatar
  • 20.4k
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[ …
Chris K's user avatar
  • 20.4k
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 …
Chris K's user avatar
  • 20.4k
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 …
Chris K's user avatar
  • 20.4k