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Questions tagged [distributions]

For questions about distributions built-in in Mathematica, and functions that operate on them. Also includes questions about defining your own distributions.

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834 questions
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Expanded Distribution Coverage: Mathematica 11

When Mathematica 11 released a few months ago there was the following image under Wolfram's promotional material Expanded Distribution Coverage: However, the image is quite small and some of the text is too pixelated to read and I cannot find a…
SumNeuron
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Nearest neighbor distribution

I need to construct nearest neighbor distribution for a given finite set of real numbers. I have no clue how this can be realized. Any suggestion would be very much appreciated.
Suro
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TransformedDistribution doesn't work

I'm trying to obtain a sum distribution of two discrete random variables. The function TransformedDistribution doesn't work for me in such case: Z = EmpiricalDistribution[{0.7, 0.3} -> {0, 1}]; Y = EmpiricalDistribution[{0.6, 0.4} -> {0,…
Fancier of Mathematica
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4
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NMaximize the Likelihood

I am still pretty new to Mathematica, but have to solve a quite complex problem. The function kdis[x_, a_] := KernelMixtureDistribution[Inner[List, x, (1+x)^a, List]] gives me a bivariate kernel density estimate of two gamma random variables given…
PERG
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Closed form for convolutions of random variables

Is it possible to get Mathematica (9) to calculate PDF's for combined distributions? I can't seem to find the right notation, if this is possible at all. My attempts: PDF[NormalDistribution[0, 1] + NormalDistribution[0, 1], x] Nor can we store a…
Matt Asher
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4
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1 answer

Exp-gamma probability density

I'm trying to compute the probability density of a random variable $\log(X)$, where $X \sim \textrm{Gamma}(k, \Theta)$, in Mathematica 11. One way to do this is by: F[x_] = PDF[TransformedDistribution[Log[X], X \[Distributed] GammaDistribution[k,…
kaba
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3
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How should I iteratively refine a MixtureDistribution?

I am trying to find a stopping time for a randomized simulation such that say 95% of trials that will be successful will have already finished. I would like to do this by creating and then refining some representative distribution dist and then…
aschankler
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1 answer

multivariate lognormal distribution in mathematica

Is the LogMultinormalDistribution function really the multivariate lognormal distribution? Because I get different results with the same parameters in R I want to compute the pdf of the bivariate lognormal distribution…
spore234
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3
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How to measure cross-covariance in mathematica

In matlab cross-covariance is given by [c,lags] = xcov(x,maxlags,'coeff'); How can I measure in Mathematica?
user12609
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3
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FindDistribution from moments

There is a function FindDistribution that finds a distribution from the given data. But what if I'm given moments and what to find a distribution. Is there any function for this? Thank you. j[x_] := Moment[JohnsonDistribution["SL", gamma, delta,…
Paul R
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Is there any general solution exist for $\sum_{i=1}^{N} \frac{1}{B(x+i, i)}$ function?

$\sum_{i=1}^{N} \frac{1}{B(x+i, i)} = \frac{1}{B(x+1, 1)} + \frac{1}{B(x+2, 2)} + \ldots + \frac{1}{B(x+N, N)}$ where ${N}$ is fixed value. is there any simple expression exist for x in the above expression? or x converges to somewhere if ${N}$ is…
No Yeah
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RandomVariate from Dirichlet into Multinomial Not Summing to 1

I have a draw from a Dirichlet distribution that I would like to use as input into a MultinomialDistribution. For instance: rand = RandomVariate[ DirichletDistribution[{1, 1, 1, 1, 1, 239, 302, 1}]] Then I want to take this list and put it into a…
Tom Hayden
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1 answer

Joint Distribution with a Constant

I would like to simulate from a joint distribution multiplied by a constant. e.g. 3*NormalDistribution[0,1]*NormalDistribution[1,1] I tried using something like ProductDistribution but that doesn't work. Can anyone give me any hints.
Jim
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Copula - Correlation or Covariance

Can someone explain to me why the CopulaDistribution function with a "Multinormal" kernal asks for the covariance matrix instead of the correlation matrix. Just by looking at the formula for copula, it uses correlation matrix. So I was wondering why…
Jim
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2
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Contourplot of Binomial Distribution

Ok, so before anything else, I have no idea what I'm doing. Not in mathematica and maybe not in the maths either. My question is basically if I can contour-plot f=BinomialDistribution[100, p], with the distribution f (in colour) along the y-axis,…
Erik
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