Questions tagged [probability]

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24
votes
2answers
22k views

Define custom probability density function in Python

Is there a way, using some established Python package (e.g. SciPy) to define my own probability density function (without any prior data, just $f(x) = a x + b$), so I can then make calculations with ...
7
votes
2answers
218 views

Learning parameters of noise and filter coefficients from data where data and noise both have Gaussian distributions

Assume $X$ and $N$ are two sets of vectors (observations) from two different normal distributions, where $X$ represents clean data and $N$ represents noise; and $A$ a projection matrix of a filter. ...
4
votes
1answer
405 views

Efficient and stable computation of inverse CDF

What is the most efficient and numerically stable algorithm for computing the inverse CDF $F^{-1}(y)$ of a probability function, assuming that both the PDF $f(x)$ and the CDF $F(x)$ are known ...
2
votes
1answer
80 views

How to add extra constraints to a linear system for probabilities?

Background: I have an equation which looks like as follows: $W \times P = R$ $$\left[\begin{array} &{1}&{0}&{0}&-\frac{w_{1}}{w_{o1}} &\dots &{0} &-\frac{w_{1}}{w_{0} } \...
2
votes
2answers
2k views

visualization of 3D probability flow

I have a master equation for $P(N_A^+,N_B^+,N_C^+,t)$, with $N_A^+,N_B^+,N_C^+$ all discrete. The numerical integration is done by this Matlab program using Euler's method. Despite the crude Euler's ...
1
vote
0answers
107 views

Numerically compute PDF given a function

Consider $[0,1]$ with the Lebesgue measure $m$ and $f:[0,1]\to \mathbb{R}$, and $x$ a uniformly distributed random variable in $[0,1]$. Then, $f(x)$ itself define a new random variable. We can then ...