# Tagged Questions

Questions on the statistical functions of Mathematica.

1answer
109 views

### Computing Correlations and p-values

I have two vectors $A$ and $B$ of length (say) $50$ or so, and I want to determine whether there is any correlation between their entries. I computed their correlation directly and found it to be ...
1answer
143 views

### Calculate variance of random walk?

How can I symbolically calculate the variance of the following random walk in Mathematica? Given several discrete random variables such that $p(Z_i=1-2k)=p$, where $k$ is a small real number, and ...
2answers
126 views

### Probability density histogram with unequal bin widths

I am confused by output of Histogram and HistogramList for probability density ("PDF") when ...
1answer
58 views

### Standard Deviation and StandardDeviationFilter

I found this scant description of StandardDeviationFilter in the documentation, implying one could use it to generate a moving standard deviation: I've got a ...
1answer
69 views

### How to get confidence bands of parameters from a fitting procedure?

I have done fitting of data points with a given model that has two parameters (A and B), using NonlinearModelFit. The result of the fit is the maximum of the ...
0answers
87 views

### build and estimate a time series process

I want to generate an EGARCH process. My problem is that I do not see how to create new processes beyond those available. The process itself is : $$\epsilon(t) = \sigma(t) \eta(t)$$ ...
0answers
49 views

### Is there a common name for OrderDistribution? [closed]

I can't seem to find any reference material on what Mathematica calls OrderDistribution via Google or Wolfram|Alpha or the ASA. I can read what the Documentation ...
4answers
120 views

### Descriptive statistics of two events

I am trying to use the descriptive statistics feature of Mathematica to answer the following question: suppose I have two events, A and B, whose occurrence is described by a normal distribution around ...
1answer
83 views

### No Tukey Test on ANOVA package

I'm trying to use the ANOVA package and have mathematica display the Tukey PostTest, but all I get is this: ...
1answer
127 views

### Multinomial logistic regression

Has anyone done multinomial logistic regression in Mathematica? The binomial case is essentially done on the LogitModelFit documentation page and works fine. I am ...
1answer
99 views

### PDF on TransformedDistribution of two BinomialDistribution too slow

I'd been doing my own convolutions of distributions for some calculations, decided to use built-ins. With ...
2answers
451 views

### How to use a 3×3 covariance matrix to plot an error ellipsoid?

I have a 3×3 error covariance in Mathematica, but I don't know how to use it for plotting the error ellipsoid. It would be great if you can show me how I can do that for the below covariance matrix: ...
1answer
109 views

### EmpiricalDistribution for Gini Coefficient Runs Slow

I am repurposing code that I found in this blog post (http://datavoreconsulting.com/sports/gini-coefficients-and-the-olympic-medal-race/) to generate the Gini coefficient for other data sets I am ...
1answer
77 views

### ConditionalEntropy and StatisticsLibraryNConditionalEntropy

There is a function available from the Statistics`Library context called NConditionalEntropy that appears to compute ConditionalEntropy. Thus ... ...
2answers
180 views

### Plotting 2D Data with Categorical Data in One of the Dimensions

I have a 2D data set in the form of: data={{Category, Integer}, {Category, Integer},{Category, Integer}...} It is a pretty simple data set with four categories ...
1answer
136 views

### Obtaining standardised regression coeffiecients

Regression coefficients are the constant that indicate the rate of change in one variable as a function of change in another. Standardised regression coefficients are the same, but refer to a change ...
1answer
107 views

### Discrete 3D plots of median ratios of two 2D matrices of lists of values

Lets say I have 2 2D arrays where each cell contains a list of values: Example: ...
2answers
136 views

### BoxWhiskerChart with logarithmic axes

I would like to make a following chart Ideally I would also like to control the boxes position on a logarithmic x-axis. Some inspiration how to do the latter may be found in the answer to my ...
3answers
219 views

### BoxWhiskerPlot - how to specify boxes position on the horizontal axis

Let's say I have a folowing set of data: k = 1 : list of values k = 3 : list of values k = 10 : list of values I know that to make a BoxWhiskerChart I have to ...
2answers
154 views

### Fitting data to an ARProcess using FindProcessParameters

I have 50 data points that I would like to represent as an AR(4) process. I'd like to over-plot the behaivor of the estimated process model with that of the original (raw) data before I use the model ...
1answer
89 views

### Using NSolve on an equation that involves Mean and TruncatedDistribution

What I would like to do is create a mixture distribution that has a specified mean by varying one parameter in the distribution. To do this I've written the following code; ...
1answer
204 views

### Using DistributionFitTest on custom distributions in Mathematica 8

I originally posted this question on Stack Overflow, but I didn't get any answers, and I'm hoping to have better luck here. I'm trying to compute the goodness-of-fit of a bi-modal Gaussian ...
1answer
332 views

### Recommended book on random processes to understand new functionality in Mathematica 9?

I am interested in exploring the new functionality on random processes available in Mathematica 9, but I am not familiar with all of the underlying mathematics. Could you recommend a book that ...
1answer
153 views

### Filtering Lists in Mathematica [duplicate]

Possible Duplicate: Select/Delete with Sublist elements? I need help in filtering long lists of x,y coordinates.Lets use the following list as an ...
1answer
70 views

### Draw from HistogramDistribution with ParallelTable

I wanted to check something, but ran into troubles using HistogramDistribution in combination with ParallelTable. The code does the following: Compute a HistogramDistribution of some sample and use ...
0answers
70 views

### How to map over non-Null values in a list [duplicate]

Possible Duplicate: Selectively Mapping over elements in a List I have a list of distributions and a list of samples. I'm trying to calculate probabilities of some record being within one ...
0answers
165 views

### Matrix algebra vs. PrincipalComponents and Varimax/Oblimin

Using matrix algebra I can calculate loadings and scores from the covariance matrix (data matrix is column centered): ...
1answer
165 views

### How do you pattern match a DataDistribution

I have a function, f[dist_, samp_]:=somework[dist, samp] that I want to return Null or zero if passed a null distribution. I ...
3answers
442 views

### Forest plot with Mathematica 9

Does anyone have experience with or a package for the creation of forest plots in Mathematica 9? For instance for subgroup analyses of cox model or meta-analysis (e.g rmeta package in R)?
1answer
119 views

### Representative Smooth Kernel Distribution from Truncated Distribution

I am trying to produce a better distribution from a dataset that is bounded to be greater than 0. Here is an example distribution from the documentation that mimics the behavior of the actual dataset: ...
2answers
167 views

### Generating a range of numbers according to some rules

I'm pretty new to Mathematica, and I'm mainly a programmer so I don't have a lot of knowledge about maths. I want to generate a set of UNIQUE incremental numbers (series) according to the following ...
1answer
186 views

### EstimatedProcess hangs with documentation example

Not sure if this is a bug or a typo but for the first example of the ARMAProcess in Mathematica 9 we have: ...
2answers
392 views

### Finding distribution parameters of a gaussian mixture distribution

Short version: how to estimate the parameters of a mixture of multivariate normal distributions (i.e.: Gaussian mixture model)? Long version. I am trying to estimate the parameters of a mixture of ...
1answer
188 views

### Fix end point in smooth kernel distribution density

I am using some extreme value fitting method which results in a parametric distribution for values exceeding some threshold, all values $\geq 0$. For smaller values I'd like to use a smooth kernel ...
1answer
421 views

### Grain(Particle) Size Distribution (PSD) Analysis with Mathematica

I would like to do an analysis of the grain size distribution of a Monte Carlo Grain Growth simulation I implemented based on the nice example by Rituraj Nandan (see Link). The result of this ...
1answer
164 views

### Overlay of pdf using PairedHistogram in Mathematica

With a standard 1D histogram, I can generate a pdf overlay using Show and Plot. I'd like to do something similar with ...
1answer
143 views

### Getting slightly different results in fitting a logit model in R and Mathematica

I'm fitting some data to a Logit model in both Mathematica and R and I'm getting slightly different results. R code: ...
1answer
155 views

### Trying to plot this probability

Can anyone help me plot this? log P(X >= x) = alpha logx x=0.001 + k(0.001) k= 0, ..., 100 I can't figure out the coding for this.. I've been trying this for a while, and can't seem to figure it ...
1answer
215 views

### Incorrect means of order statistics for the standard normal distribution

Table[Mean[OrderDistribution[{NormalDistribution[], 4}, i]], {i, 1, 4}] // N (* {-1.02938, -6.47326, 0.297011, 1.02938} *) Above are the means of order statistics ...
1answer
163 views

### Inconsistency in Histogram's “Probability” Binsize

Context Let me define a Probability distribution (following the documentation and with some connection to this question) ...
2answers
132 views

### How to find synchronization offset?

I have 2 sets of data containing delays (audio / video). ...
0answers
154 views

### Mathematica Complains about Non Symmetric Covariance matrix, when it's not the case

I was doing some fitting with Mathematica7 using NonlinearModelFit. It's quite long the program to do the fit and that's why I am not displaying here ... It goes ok, and I can get the fit parameters ...
1answer
171 views

### How to create function that classifies sample data

I want to create expression, that classifies samples ( 4 weather features -> decision). Example training data: For the values that i have data for, I can use rules: ...
5answers
2k views

### Estimate error on slope of linear regression given data with associated uncertainty

Given a set of data, is it possible to create a linear regression which has a slope error that takes into account the uncertainty of the data? This is for a high school class, and so the normal ...
2answers
130 views

### How to find the variance under the assumption that x follows some probability distribution

I am aware that we can find the expectation under the assumption that x follows some probability distribution, something like this: ...
1answer
185 views

### Problem with Estimating the parameters value of gamma distribution

can anyone please help me with this problem? I am trying to estimate parameters of gamma distribution (fitted into a set of data). Following are my command and the output produced by mathematica: ...
2answers
295 views

### Total Variation Distance of probability matrix

How can I calculate the Total Variation Distance of a transition Matrix? is there any built in function? I've searched all documentation and haven;t found anything. ** More information: Let me try ...
1answer
385 views

### stationary distribution of a transition matrix

How can I solve the stationary distribution of a finite Markov Chain? In other words, how can I estimate the eigenvectors of a transition matrix?
1answer
227 views

### BUGS-type calculations in Mathematica

Recently I have been teaching myself how to Bayesian calculations with the BUGS language (JAGS, in particular). However, I find myself wondering how one might use Mathematica to do similar ...
2answers
246 views

### How to fit one distribution to another?

I have a custom distribution created to model some experimental observations. While too complicated to include in this question, I can provide an example and some illustrations to convey a sense of ...
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