Questions about performing probabilistic calculations, especially those concerned with the Mathematica commands Probability, Expectation and the various functions related to distributions such as NormalDistribution, CDF, PDF etc.
4
votes
2answers
65 views
Finding the characteristic function of a TransformedDistribution[]
I am trying to find the characteristic function of a sum of "named" distributions, though I am interested in how to use Mathematica to find the characteristic function of $$f(X_1,\ldots, X_n),$$ where ...
-1
votes
0answers
26 views
independent samples and matched pairs [closed]
why does in certain occasion, we can only select independent samples instead of matched pairs? For example, when comparing the average income of the people in Manchaster and London.
1
vote
1answer
42 views
How to use ProbabilityDistribution for a posterior expression [duplicate]
I am performing a Bayesian updating on a Lognormal prior. After combining the prior and likelihood and dividing by the normalization constant I get the following expression as the posterior:
...
1
vote
2answers
134 views
How to use Mathematica in my Problem as I would use it in Matlab
I would like to calculate the convolution of a function with itself for $n$ times. Let $n$ be $10$. For $n=1$, I wont make any calculation and $f0$ is my function, when $n=2$, I will convolve $f0$ ...
4
votes
3answers
183 views
Plotting the convolution of the same probability density function with itself
I would like to compute the integral
$$q_n(x)=\int_{B}^A q_{n-1} (\omega)f(x-\omega)\mathrm{d} \omega,\quad q_1=f,\quad n\geq 1.$$
for a given density function $f$. Basically it is the convolution ...
0
votes
0answers
77 views
Discrete distribution binomial set up
I hope one of you guys can help me out.
I am trying to visualize a discrete distribution based on a binomial distribution and a mixed binomial distribution.
In the first step I started to determine ...
3
votes
4answers
87 views
Check whether a function of two variables is a probabilty distribution function
I have a function like this
$f(x,y)=c\,y\,(y-x),\ \text{for}\ 0<x<2,\;-x<y<x$
and I need to find the value of $c$ such that $f(x,y)$ is a PDF.
How can I do that?
I know that the ...
6
votes
1answer
99 views
RandomVariate does not fill range of PDF of distribution
I've declared my own probability distribution as follows
dist[a_, b_] := ProbabilityDistribution[Cos[(b x)/2]^2 Sinc[a x]^2, {x, -400, 400}];
When I try to ...
3
votes
0answers
91 views
Markov Chain for combined events?
I was wondering how to apply Markov steady-state chains to a simple case in genetics, eye colour.
Assuming the probabilities of being brown, green or blue eyed, given your parents were a certain ...
4
votes
4answers
109 views
How do I emulate DiscreteUniformDistribution in Mathematica?
How do I define a function from scratch that emulates DiscreteUniformDistribution?
As shown below, attempting to use ...
0
votes
0answers
40 views
1
vote
1answer
179 views
How to compute the Multifractal Spectrum of a Financial Series with WTMM
I would like to know if someone knows how to compute the Multifractal Spectrum of a Financial Time Series (Currency) througth the Wavelet Transformation Modulus Maxima (WTMM).
I would highly ...
0
votes
0answers
41 views
Identify columns of a huge matrix just polynomially many rows chosen at random
I am interested in the following problem in combinatorics $\Cap$ Probability. Let $\lambda \in \mathbb{N}$ be a parameter. Consider a matrix of $2^\lambda$ rows and $2^\lambda$ columns. Each column ...
0
votes
1answer
45 views
0
votes
1answer
79 views
Convert probability example to a distribution
Consider a box which contains 30 balls. 10 red, 10 white and 10 blue balls. There will be picked 4 balls randomly, without putting the balls back to the experiment.
My question is: How do I create a ...
