1
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1answer
41 views

Distribution of a sample generated from an AR(2) model

Consider the autoregressive model of order 2 $$X_{t}=\varphi_1X_{t-1}+\varphi_2X_{t-2}+\varepsilon_t,$$ where $\varepsilon_t$ are zero-mean normally distributed random variables with $\sigma^2$ ...
0
votes
2answers
63 views

How to find (and plot) a probability distribution function?

I'm working on my biometrics course, and I have to plot a pdf (I think it means probability density / distribution function). Here is a sample pdf graph : Introduction to Biometrics page 5 , figure ...
1
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1answer
43 views

Parameter Learning (Beta Distribution)

Coin flip experiment: We got a dataset with N = 10 observations [0,0,0,1,1,1,1,1,1,1] where 0 stands for ...
1
vote
1answer
109 views

Simulation of custom probability distribution in Matlab

I'm trying to simulate the following distribution: ...
0
votes
1answer
217 views

(theoretical) Negative Binomial Distribution using Matlab

I was trying to solve some exercises on Matlab in order to improve my skills and I stumbled upon this question: For the (theoretical) Negative Binomial distribution with parameters r = 5, p = 0.4, ...
0
votes
2answers
142 views

Shift interval of log-normally distributed latin hypercube samples

first of all I'm not sure if this part of StackExchange is the right one because my question is mainly on a way to implement something in MATLAB. Ok, now let me try to pack my whole question in one ...
1
vote
1answer
370 views

How to plot multinomial beta from Dirichlet Distribution

I would like to plot the multinomial beta from the Dirichlet Distribution wiki page. $$\mathrm{B}(\alpha) = \frac{\prod_{i=1}^K \Gamma(\alpha_i)}{\Gamma\bigl(\sum_{i=1}^K ...
0
votes
2answers
1k views

Plotting joint distribution of 2-D random variable

I have some data which is basically a list of order pair (X,Y) and I want to see the joint distribution of this 2-D random variable. Is there any tool that provide this facility. Does Matlab has this ...
1
vote
1answer
334 views

What does the error rate mean in Naive Bayes.

Can anyone explain what the Bayes error rate is in Naive Bayes, for instance in matlab: ...
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1answer
51 views

For a stochastic process how is the probability affected by increasing number of realisations?

I am implementing a stochastic version of logistic equation in MATLAB. Keeping track of distribution of time it takes to for the population to reach 500 I experiment with various number of ...
3
votes
2answers
2k views

generating a Gaussian dataset in MATLAB

I want to generate a Gaussian dataset. The dataset includes a total of 800 samples drawn randomly from four two-dimensional Gaussian classes with following distribution: How can I do that in ...
0
votes
1answer
368 views

What is the CDF for the following PDF of a cut-off log-normal distribution (in Matlab)?

This is a cross-post from stats.SE. The radii r is drawn from a cut-off log-normal distribution, which has a following probability density function: ...
2
votes
1answer
229 views

MLE mean and variance for Gaussian Univariate

I'm trying to learn up some matlab to do some basic computer exercises and I have a small doubt in a question, the problem first arises in my very little knowledge in the subject of pattern ...
1
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1answer
187 views

Weibull Distribution Behaving Weirdly?

I'm attempting to fit a cumulative Weibull curve to some psychophysics perception data. Basically, we're testing the subject's accuracy at a number of different motion speeds, and attempting to fit ...