# Tag Info

Accepted

### Huge bug involving MultinormalDistribution?

I almost believe the precision argument. But not quite. ...
• 3,050
Accepted

### Backtesting a Probability of Default (PD) model

This kind of backtest is often performed using approximations, for instance with normal distributions, which may not be always valid. An exact test would be very nice to have. The probability ...
• 65.9k
Accepted

### Sisyphus Random Walk

We can iterate with FoldList: data = {0, 1, 1, 0, 1, 0, 1, 1, 1, 1}; FoldList[#2 * (#1 + #2)&, data] ...
• 36.2k
Accepted

### How to implement Kullback-Leibler divergence using Mathematica's probability and distribution functions?

In the continuous case the Kullback-Leibler-Divergence from distribution $Q$ to distribution $P$ is defined as D_{KL}( P ||Q) = \int \limits_{-\infty}^{+\infty} p(x)\cdot \log \...
• 13.5k
Accepted

### Does Mathematica have an implementation of the Poisson binomial distribution?

Mathematica does not know about the PoissonBinomialDistribution, but you can use the formula given for the PDF on Wikipedia: ...
• 13.5k
Accepted

### How to plot paired smooth histogram/distribution plots?

Here is something using a custom ChartElementFunction ...
• 11.2k
Accepted

### Update: Combining DistributionChart and BoxWhiskerChart

Final Update: Adding Callouts to special points ...
• 396k
Accepted

### Define a simple discrete probability distribution

You can first define a piecewise function piece[x_] := Piecewise[{{0.3, x == 0}, {0.4, x == 1}, {0.3, x == 2}}] and feed it to ...
• 24k
Accepted

### How to replace $x$ and $x^2$ with different value?

Give the replacement rules in a list: expr /. {x^2 -> k p + k (k - 1) p^2, x -> k p} 2 k p + (-1 + k) k p^2
• 396k
Accepted

### Histogram "PDF" vs "Probability"

I believe that when you specify "PDF", the value on the ordinate is the average probability density within a given bin. And to get the "within-this-bin" ...
• 509

### Uniform distribution on z = 1 − √( x ^2 + y ^2) , z ≥ 0

If you set up your region S as a region in Mathematica you can use RandomPoint to generate uniformly distributed points over it. ...
• 5,424
Accepted

### Why does FindDistribution give nonrepeatable results for fit parameters?

I don't know what FindDistribution is doing because it doesn't produce estimates that match any of those produced by ...
• 41.8k
Accepted

### How to measure accuracy of prediction distribution?

One possibility is to use a generalized linear model for which Mathematica has the function GeneralizedLinearModelFit. For your potentially Poisson data the ...
• 41.8k
Accepted

### Finding the covariance of two discrete random variables

This solution uses built-in functions : ...
• 4,362

### Selecting a random subset to match PDF of another or a given distribution

This problem is known and can even be more generalized than you have described it. Especially, when researching fields like cardiovascular diseases or aortic valve problems, it is often the case that ...
• 113k
Accepted

• 1,629
Accepted

### package for calculating exponent of power law distribution

Start here to see what statistics functionality is available: http://reference.wolfram.com/language/guide/Statistics.html http://reference.wolfram.com/language/guide/ProbabilityAndStatistics.html ...
• 235k
Accepted

### Expanded Distribution Coverage: Mathematica 11

I have asked this question and @Searke provided the following image (quite large when you click on it to follow its link) in the Mma.SE chat room. Hope this helps.
• 42.3k
Accepted

### Mosteller's First Ace Problem

I would like to choose a slightly different approach here and point out, that this is an example for the Negative Hypergeometric Distribution. Wikipedia does give a nice table for this: While for ...
• 13.5k