All Questions
Tagged with probability normal-distribution
72
questions
10
votes
4
answers
31k
views
Using the gaussian probability density function in C++
First, is this the correct C++ representation of the pdf gaussian function ?
float pdf_gaussian = ( 1 / ( s * sqrt(2*M_PI) ) ) * exp( -0.5 * pow( (x-m)/s, 2.0 ) );
Second, does it make sense of we ...
- 5,206
5
votes
1
answer
2k
views
How to compute CDF probability of normal distribution in C++?
Is there any function that allow me to compute the CDF probability of a normal distribution, given a mean and sigma ? i.e. for example P( X < x ) given the normal distribution with $\bar{x}$ and $\...
- 5,206
5
votes
3
answers
12k
views
How To Fit Multivariate Normal Distribution To Data In MATLAB?
I'm trying to fit a multivariate normal distribution to data that I collected, in order to take samples from it.
I know how to fit a (univariate) normal distribution, using the fitdist function (with ...
- 495
4
votes
1
answer
80
views
probability of sample of distribution
I am trying to generate a sample of 100 scenarios (X, Y) where both X and Y are normally distributed X=N(50,5^2), Y=N(30,2^2) and X and Y are correlated Cov(X,Y)=0.4.
I have been able to generate 100 ...
- 242
3
votes
4
answers
4k
views
Probability of selecting an element from a set
The expected probability of randomly selecting an element from a set of n elements is P=1.0/n .
Suppose I check P using an unbiased method sufficiently many times. What is the distribution type of P? ...
- 30.8k
3
votes
3
answers
6k
views
generate N(0,1) using uniform(0,1) in R
I am trying to generate N(0,1) using uniform(0,1) for a simulation but can't get the code to run.
Firstly, my x is found by making X the subject for the CDF of normal followed by getting out the ...
- 129
3
votes
2
answers
2k
views
Compute probability over a multivariate normal
My question addresses both mathematical and CS issues, but since I need a performant implementation I am posting it here.
Problem:
I have an estimated normal bivariate distribution, defined as a ...
- 555
2
votes
1
answer
622
views
Probability of occurrence of random variable chosen from Normal Distribution
I was just wondering, with the code below, how would I determine the probability of occurrence associated with one of the random variables that are chosen. For example, if a particular variable is ...
- 1,117
2
votes
1
answer
692
views
Python - Creating a skewed discrete normal probability distribution for sampling integers
Similarly to the following question:
Create random numbers with left skewed probability distribution
By stating the maximum and variance, I would like to sample integers from some given range.
For ...
- 548
2
votes
1
answer
3k
views
probability functions in scala
I want to compute the probability that a normally distributed random number with given parameters (mean and std) will be less than a given number or list.
This function is implemented in R as "pnorm".
...
- 455
2
votes
1
answer
73
views
How to get the probabilities of one car having the lowest mpg than the rest of the cars?
I am using this to get the mean and standard deviation of a car mpg
df1 <- mtcars; df1$rownames = rownames(df1)
df2 <- mtcars; df2$rownames = rownames(df2)
df2$mpg = df2$mpg + rnorm(nrow(df2),0,...
- 346
2
votes
1
answer
1k
views
Multivariate Normal Distribution fitting dataset
I was reading a few papers about RNN networks. At some point, I came accross the following explanations:
The prediction model trained on sN is used to compute the error vectors for
each point in the ...
2
votes
1
answer
335
views
Multivariate normal distribution in Matlab. Peak shaped?
I'm trying to calculate a bivariate normal distribution in matlab(with mvnpdf), but the pdf I obtain has a strange shape with several peaks.
https://i.stack.imgur.com/gmiFZ.png
This is the code I ...
- 75
1
vote
1
answer
3k
views
How to implement the standard normal cumulative distribution function in C (or other language)
First of all, for those of you who don't know this law, don't be afraid it's actually pretty simple.
On this link http://en.wikipedia.org/wiki/Black%E2%80%93Scholes_model you will see this law from a ...
- 463
1
vote
2
answers
12k
views
How to calculate probability in normal distribution by Matlab?
I'm new to Matlab and I would appreciate if someone could help.
The problem:
IQ coefficients are Normally distributed with a mean of 100 and a standard deviation of 15. Calculate the probability ...
- 1,591
1
vote
1
answer
34
views
Why does integrating scipy.multivariate_normal give incorrect probability?
I'm trying to integrate an independent bivariate normal distribution over a square region. The numerical integration does not match a Monte Carlo simulation. What's going wrong here?
import numpy as ...
- 3,360
1
vote
3
answers
878
views
Probability over a circular region
Suppose z is a bivariate normal (Gaussian) random variable with mean at s and covariance matrix b^2 I_2. I want to get the probability over the area ||x-s|| <= r for some fixed point x and constant ...
- 119
1
vote
3
answers
7k
views
Matlab Plotting Normal Distribution Probability Density Function
I am new to statistics. I have a discriminant function:
g(x) = ln p(x| w)+ lnP(w)
I know it has a normal distribution. I know mü and sigma variables. How can I plot pdf function of it at Matlab?
...
- 73.8k
1
vote
1
answer
97
views
Probability for a vector x
In machine learning suppose we have a GDA (Gaussian Discriminant Analysis) model for classification.
If y can take values 0 or 1 and x represents the vector with n features(n x 1 dimensional)
What ...
1
vote
1
answer
185
views
How to get normal probability distribution from a simulation on car agains car?
I want to understand why I am not getting a probability distribution when I use a simulation from a random normal distribution:
library(tidyverse)
df <- mtcars # data
df$sd <- sd(df$mpg) # ...
- 346
1
vote
2
answers
1k
views
How to fix ZeroDivisionError: float division by zero when calculating Gaussian probability
I'm trying to calculate Gaussian probability, but when I run it through my data I get ZeroDivisionError: float division by zero
here's the code:
def GaussianProbability(x, mean, std):
exponent = ...
user6738499
1
vote
1
answer
20k
views
How to change the z value to the one from the table (Z-Table from Normal Distribution) in C++?
i have task to make a program using C++ to calculate a probability using a normal distribution. If i already found the Z value, how to change it to become the one from the Z table? Like -0.55, in the ...
- 21
1
vote
1
answer
691
views
Calculate and plot the theoretical normal distribution N(2, 1) in the interval of [-1, 5]
I've been giving the task to calculate and plot the normal distribution N(2, 1) in the interval of [-1, 5]
Here's what I've tried:
vec = np.random.norm(2, 1, 7);
ND = stats.norm(2, 1).pdf(vec)
x = ...
- 589
1
vote
1
answer
439
views
Drawing a graph using dnorm and polygon function in R
I have found the probability using..
pnorm(176, 135, 10, lower.tail=TRUE) - pnorm(146, 135, 10, lower.tail=TRUE)
Which resulted in 0.1356, about 14%.
I have to use dnorm and polygon function to ...
1
vote
1
answer
108
views
Normal distribution realizations [duplicate]
Hi I am trying to generate values using Matlab for the question below:
Let x be a random variable with distribution N(0,1). Determine in an exact or approximate way:
E{x^2}
X=[-5:5];
Y=normpdf(X);...
user2307268
1
vote
0
answers
103
views
Fitting input data into Gaussian distribution
I'm currently reading papers on Variational Autoencoders (VAE). According to this article (http://proceedings.mlr.press/v95/guo18a/guo18a.pdf):
By fitting the input data sample x(i) into the Gaussian ...
1
vote
1
answer
184
views
How to compute lower tail probability for the Bivariate Normal Distribution
G'day,
I am trying to compute the lower tail probability for the bivariate Normal distribution given by the following formula for 2 random variables (X1, X2):
Where X1 = -1.23, X2 = -2.75 and rho = ...
user12621047
1
vote
1
answer
267
views
Efficiently evaluate Multivariate Normal
I want to evaluate datapoints that arise from multivariate normal densities. I have to evaluate each datapoint with respect to different means and covariance matrices. I have two means for each ...
- 1,631
1
vote
1
answer
163
views
Poisson Distrubtion using Normal Approximation in Java
If you are unsure of what "Poisson Distrubtion using Normal Approximation" means, follow this link and check the texts inside the yellow box.
https://onlinecourses.science.psu.edu/stat414/node/180
...
- 125
0
votes
2
answers
2k
views
Probability transformation using R
I want to turn a continuous random variable X with cdf F(x) into a continuous random variable Y with cdf F(y) and am wondering how to implement it in R.
For example, perform a probability ...
- 125
0
votes
2
answers
2k
views
Calculate normal distribution probability in php
I need to use this table to get the probability from a given z value:
https://statistics.laerd.com/statistical-guides/img/normal-table-large.png
I'm sure there should be a better way to get those ...
- 49
0
votes
1
answer
2k
views
fitting beta normal distribution to data
I want to fit betanormal distribution to my data
X=c(5.20 , 6.80, 11.00, 21.00 ,25.50, 28.50, 30.90 ,30.90, 27.20, 17.70 ,10.50 , 6.70, 5.00, 8.00 ,14.30, 20.90 ,24.10 ,28.40 ,29.80, 30.80 ,26.80 ,...
- 1
0
votes
3
answers
1k
views
Generating samples from normal distribution
I am trying to generate many samples from normal distribution with different parameters (parametrs in a list).
How can I do this using apply family?
For example I need 2 samples one: (n = 10, mean =...
- 335
0
votes
1
answer
238
views
Normal Approximation versus MAP in pymc
Can anyone explain to me what does Normal Approximation do over and above what is done by MAP in some easy words?
I have read enough on http://pymc-devs.github.io/pymc/modelfitting.html#normal-...
- 597
0
votes
1
answer
414
views
Probability normal distribution in MATLAB
I have a normal distribution with given mean 10 and variance 40. Now I want to know the probability that a number from this distribution is smaller than 0. Is it correct to use the following one-liner ...
- 51
0
votes
1
answer
661
views
Why the answer of this Gaussian probability question is zero?
Assume the average weight of an American adult male is 180 pounds with a standard deviation of 34 pounds. The distribution of weights follows a normal distribution. What is the probability that a man ...
- 3,095
0
votes
3
answers
314
views
Sample Distribution Simulation not resulting in Normal
I was trying to simulate "Sampling Distribution of Sample Proportions" using Python. I tried with a Bernoulli Variable as in example here
The crux is that, out of large number of gumballs, we have ...
0
votes
1
answer
141
views
Probabilities of bivariate normally distributed random variable
I'm trying to calculate the probability of a bivariate normal distribution over a specific area using Matlab.
Lets assume that the random variable follows a standard normal distribution and I want ...
0
votes
1
answer
190
views
Frequencies for a normal distribution
How to get frequencies that reflect a normal distribution for each integer 1...400.
Values 1 and 400 would have the minimum frequency of 1, what would the frequencies be for the other values?
Also, ...
- 21k
0
votes
1
answer
921
views
Central limit theorem in [R]
I am working with the language [R] to generate a sample of M = 32000 averages each calculated by averaging 36 independent values of the random variable continuous uniform distribution (0, 1) is ...
- 10.7k
0
votes
1
answer
130
views
Two step probability draw - Combine probability weighting function and a draw from a truncuated normal distribution
I want to draw a random value (r) with python according to a specific probability function:
The value should be a fixed constant with a probability (p) and with a probability (1-p) the value is ...
- 97
0
votes
1
answer
444
views
Interpreting the y values of a pdf
In trying to understand the y values of a normal distribution plot I use this code:
%reset -f
import numpy as np
from scipy.stats import norm
import matplotlib.pyplot as plt
data = [10,10,20,40,50,...
- 52.9k
0
votes
2
answers
646
views
Probability of a point taken from a certain normal distribution will be less than or equal to than a point taken from another?
Suppose we have two independent normal distributions
How do I calculate the probability of a certain point taken from distribution X1 being less than or equal to a certain point taken from ...
- 846
0
votes
1
answer
232
views
Is pnorm(q = (x - $\mu$)/$\sigma$) ever different from pnorm(q = x, mean = $\mu$, sd = $\sigma$)?
It is the case that the probability density for a standardized and unstandardized random variable will differ. E.g., in R
dnorm(x = 0, mean = 1, sd = 2)
dnorm(x = (0 - 1)/2)
However,
pnorm(q = 0, ...
0
votes
1
answer
46
views
extracting probabilities from SciPy's norm object
I am using SciPy's norm object here and I have a normal distribution here with a mean value of 100. and a standard deviation of 20.:
from scipy.stats import norm
dist = norm(loc=100., scale=20.)
...
- 571
0
votes
1
answer
164
views
Probability in Java (AnyLogic)
I would like to simulate the probability of producing good products and also defects with let's say 80% probability.
I've seen that it's possible to generate numbers and see if they are equal to the ...
- 3
0
votes
1
answer
139
views
cumulative log-normal function does not return a correct probability
I have some positive numbers and I am using log-normal distribution to plot and show the probability of CNT being between 1 and 50. I want to color the area below the curve and calculate the ...
- 4,223
0
votes
1
answer
136
views
To find probabilities in a bivariate normal [closed]
I want to find probabilities in R of a Bivariate normal like P(X>3,Y<2), How can I do that?
Thanks for the attention, and excuse my ignorance.
Have a nice day.
0
votes
4
answers
877
views
Approximating Normal Distribution by adding Random Numbers
I would like to generate some random numbers which are normally distributed. It’s not mission critical, so a simple algorithm will suffice. I would then like to supply my own mean and standard ...
- 15.2k
0
votes
2
answers
9k
views
Calculating the probability of a sample mean using R
I'm in an intro to stats class right now, and have absolutely no idea what's going on. How would I solve the following problem using R?
Let x be a continuous random variable that has a normal ...
- 11