Questions on the statistical functions of Mathematica.
1
vote
2answers
63 views
Probability density histogram with unequal bin widths
I am confused by output of Histogram and HistogramList for probability density ("PDF") when ...
2
votes
1answer
57 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 ...
2
votes
1answer
66 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 ...
0
votes
0answers
84 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 :
$$\epsilon(t) = \sigma(t) \eta(t)$$
...
4
votes
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 ...
-1
votes
0answers
53 views
Taylor expansions for the moments of functions of random variables [closed]
How can I do the Taylor expansions for the moments of functions of random variables in MMA?
Here is the definition from Wiki:
...
2
votes
4answers
115 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 ...
0
votes
1answer
77 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:
...
4
votes
1answer
105 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 ...
0
votes
1answer
87 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
...
4
votes
2answers
338 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:
...
2
votes
1answer
107 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 ...
2
votes
1answer
75 views
ConditionalEntropy and Statistics`Library`NConditionalEntropy
There is a function available from the Statistics`Library context called NConditionalEntropy that appears to compute ConditionalEntropy. Thus ...
...
5
votes
2answers
169 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 ...
6
votes
1answer
130 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 ...
