probability-density Questions

2

I need to perform a convolution using a Gaussian, however the width of the Gaussian needs to change. I'm not doing traditional signal processing but instead I need to take my perfect Probability De...

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I would like to implement a function in python (using numpy) that takes a mathematical function (for ex. p(x) = e^(-x) like below) as input and generates random numbers, that are distributed accord...

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I have data (pd Series) that looks like (daily stock returns, n = 555): S = perf_manual.returns S = S[~((S-S.mean()).abs()>3*S.std())] 2014-03-31 20:00:00 0.000000 2014-04-01 20:00:00 0.000000...
Accipitrine asked 29/7, 2016 at 4:31

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I want to create the next histogram density plot with ggplot2. In the "normal" way (base packages) is really easy: set.seed(46) vector <- rnorm(500) breaks <- quantile(vector,seq(0,1,by=0....
Sporophyte asked 11/1, 2014 at 11:25

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TL;DR: How to plot the result of np.histogram(..., density=True) correctly with Numpy? Using density=True should help to match the histogram of the sample, and the density function of the underlyin...
Ardeb asked 25/10, 2023 at 20:29

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To generate samples with multivariate t-distribution I use this function: def multivariatet(mu,Sigma,N,M): ''' Output: Produce M samples of d-dimensional multivariate t distribution Input: mu...
Swale asked 22/4, 2015 at 13:16

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Background Certain probability distributions such as quotient distributions (aka ratio distributions), a specific case of which is the Cauchy distribution, seem to be difficult to visualise because...
Hemphill asked 24/4, 2023 at 3:24

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I am using scipys gaussian_kde to get probability density of some bimodal data. However, as my data is angular (it's directions in degrees) I have a problem when values occur near the limits. The c...
Chloramphenicol asked 3/3, 2015 at 18:28

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I created some data from two superposed normal distributions and then applied sklearn.neighbors.KernelDensity and scipy.stats.gaussian_kde to estimate the density function. However, using the same ...

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Is there a general way to join SciPy (or NumPy) probability distributions to create a mixture probability distribution which can then be sampled from? I have such a distribution for display using ...
Jenks asked 11/12, 2017 at 18:57

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How can I get the area under overlapping density curves? How can I solve the problem with R? (There is a solution for python here: Calculate overlap area of two functions ) set.seed(1234) df <...
Zaremski asked 28/1, 2017 at 20:3

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I need to generate, say 2000 samples of 2D multivariate Gaussian distribution with mean [2;3] and covaraince C = [0.2 0; 0 0.3] in Julia. Is it possible to do it using MvNormal function from Distri...

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I think this might partly be an R question and partly a statistics question, so please excuse me if there is a better place for it (if so, please let me know where). Let's say I have a dataset my_m...
Jecon asked 17/7, 2018 at 15:41

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I have a integer that needs to be split up in to bins according to a probability distribution. For example, if I had N=100 objects going into [0.02, 0.08, 0.16, 0.29, 0.45] then you might get [1, 1...

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I have the following code below that prints the PDF graph for a particular mean and standard deviation. Now I need to find the actual probability, of a particular value. So for example if my mean ...
Shelves asked 1/2, 2017 at 7:59

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This is a direct follow up to How to interpret ggplot2::stat_density2d. bins has been re-added as an argument see this thread and the corresponding github issue, but it remains a mistery to me how...
Bramble asked 15/5, 2020 at 10:49

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I would like to calculate the probability given by a binomial distribution for predetermined x(successes), n(trials), and p(probability) - the later of which is given by a probability mass function...
Irvin asked 14/11, 2014 at 16:58

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I have a x,y distribution of points for which I obtain the KDE through scipy.stats.gaussian_kde. This is my code and how the output looks (the x,y data can be obtained from here): import numpy as ...
Tyranny asked 23/7, 2013 at 22:44

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I am trying to calculate Beta(x; a, b) for many specific values of x, taking a = 1, b = 25. There is a beta function in numpy, namely numpy.random.beta(a, b). But it samples from the beta distribut...
Lansquenet asked 26/7, 2019 at 6:42

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I have the following code that I wish to estimate the parameters of a custom distribution. For more details on the distribution. Then using the estimated parameters I want to see if the estimated P...
Demello asked 17/6, 2019 at 5:46

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Сan anyone shine a light to my matlab program? I have data from two sensors and i'm doing a kNN classification for each of them separately. In both cases training set looks like a set of vectors of...

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I have a large data set that contains 3 attributes per row: A,B,C Column A: can take the values 1, 2, and 0. Column B and C: can take any values. I'd like to perform density estimation usin...
Wistrup asked 25/10, 2014 at 1:45

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I've build density function and now I want to calculate the probability of a new data point to "fall" into selected interval (say, a=3, b=7). So, I'm looking for: P(a<x<=b) Some sample dat...
Pinball asked 23/4, 2017 at 11:6

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I have a density estimate (using density function) for my data learningTime (see figure below), and I need to find probability Pr(learningTime > c), i.e., the the area under density curve from a...

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I have a multivariate probability density function P(x,y,z), and I want to sample from it. Normally, I would use numpy.random.choice() for this sort of task, but this function only works for 1-dime...

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