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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.
1
vote
0
answers
139
views
CDF looks OK but Integral of PDF does not sum to 1.0
I defined a CDF as a function of another CDF of a well known probabilistic distribution. Now I want to obtain the PDF of the former CDF. To check if the PDF is correct I integrate it over the range an …
2
votes
2
answers
494
views
Plotting function takes forever
I have this simple code, but it takes ages to plot the last function: FS12... how to speed it up?
Thank you
Clear["Global`*"];
(*Initial Input data*)
u11 = 1;
(*s11=u11*0.05;*)
s11 = u11*1;
d1 = …
0
votes
1
answer
54
views
Solving equation issue
I have a very simple trial that tries to get the value with a specific probability of not being exceeded, F, based on a Gaussian PDF
pdf = PDF[NormalDistribution[0, 1], r]
cdf[x_] := NIntegrate[pdf, …
1
vote
0
answers
65
views
Combined probability function
I have two PDFs given by:
fS1[x_?NumericQ] := PDF[NormalDistribution[1, 0.05], x];
FS1[x_?NumericQ] := CDF[NormalDistribution[1, 0.05], x];
fS2[x_?NumericQ] :=
PDF[GumbelDistribution[1 - EulerGam …