Questions tagged [probability-or-statistics]
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.
1,895
questions
0
votes
2
answers
95
views
Numerically solved PDE of Ornstein–Uhlenbeck process on 2-Simplex violates conservation of probability
Thanks for your consideration.
I'm working to create a solution of an Ornstein-Uhlenbeck process with a force that takes mass towards the centre of a Simplex. I'm assuming absorbing boundaries.
The ...
1
vote
1
answer
170
views
What methods can quickly determine the coefficient of determination of the data?
The given data is:
x = {0.04, 0.06, 0.04, 0.08, 0.08, 0.05, 0.05, 0.07, 0.07, 0.06};
y = {0.25, 0.4, 0.22, 0.54, 0.51, 0.34, 0.36, 0.46, 0.42, 0.4};
Is there a ...
- 4,521
2
votes
1
answer
90
views
1
vote
0
answers
136
views
Plotting of Lorenz and Bonferroni graphs
enter image description hereHow to draw the Lorenz (𝐿𝐹 (𝑡)) and Bonferroni (𝐵𝐹 (𝑡)) curves for the given distribution with 3D version with interpretation with varying parameters, and when the ...
- 11
1
vote
2
answers
128
views
Solution of an implicit integral equation
The present question is pretty similar to this one.
Here I want to find the solution of the following implicit integral equation:
$$
P_H(u)=\int_{-\infty}^\infty dJ \int_{-\infty}^\infty du_1 \int_{-\...
- 405
-4
votes
2
answers
125
views
How can we solve this probability problem through code?
Person A and Person B each have four cards, with each card marked by a number. Person A's cards are marked with the numbers 1, 3, 5, 7, and Person B's cards are marked with the numbers 2, 4, 6, 8. ...
- 4,521
0
votes
2
answers
176
views
Log Pearson Type III Distribution
Has anyone managed to implement the Log-Pearson type III distribution in Wolfram. To determine the parameters of the distribution over the data array using the FindDisributionParameters function?
Here ...
- 21
0
votes
0
answers
35
views
The "StandardGaussian" bandwidth selection method in the SmoothKernelDistribution function
I have a list of points which follow the Gaussian distribution:
...
- 71
-2
votes
4
answers
270
views
Expectation of area of random projection [closed]
I am thinking about a solution with Mathematica of a problem from 14th Kolmogorov competition (2015) on probability
A planar polygon in three-dimensional space is projected onto a randomly chosen
...
- 27.3k
2
votes
0
answers
46
views
LaTeX symbols inside Expectation [duplicate]
I use LaTeX in my Mathematica code (using "^+4"), and was surprised that the first line in the code below evaluates correctly, but the second (essentially identical) line does not:
...
- 21
3
votes
1
answer
210
views
How to use Mathematica to find the maximum expected value of multiple normal distributions?
Is it possible to calculate the maximum expected value of $ n (n\geq 2) $ independent (identical distributed) random variables that follow a normal distribution? If possible, how to find it? If it ...
- 1,613
3
votes
1
answer
432
views
Plot fails to plot. What am I doing wrong?
The below code executes. If I uncomment the Plot, it runs for a while and outputs nothing, not even the Mean and Variance.
...
1
vote
3
answers
141
views
Integrating the derivative of a distribution via Expectation
Let's suppose to have a Multinormal distribution MultinormalDistribution[μ,Σ] .
We can easily and very fast compute expectation values of the moments via the pre-...
- 193
0
votes
0
answers
87
views
1
vote
0
answers
37
views
How can I compute probability of a simple predicate for 2-dim Normal distribution
The following code does not work:
...
- 121