Probability

Calculates the probability of exceeding a given number of hits for a collection of Bernoulli trials, which is a test with a binary result (e.g. yes/no, 1/0, heads/tails). User inputs a vector of probabilities of success for each trial, p, and a number of successes, h, and this function outputs...

BismillahirrahmanirrahimI have implemented all the examples and excercises (1-17) invovling simulations for the freely distributed ebook "Introduction to Probability" from Darmouth College (the website offers java applets):http://www.dartmouth.edu/~chance/teaching_..._book/book.htmlBilal...

The probability of informed trading (PIN) denotes that probability that a counterparty in the trading process has superior information on the value of the asset exchanged. This is a key concept in empirical studies of market microstructure.The parameters needed to compute the PIN are obtained...


Platforms: Matlab

ALLFITDIST Fit all valid parametric probability distributions to data.[D PD] = ALLFITDIST(X) fits all valid parametric probability distributions to the data in column vector X, and returns a struct D of fitted distributions and parameters and a struct of objects PD representing the fitted...


Platforms: Matlab

Solution to birthday probability problem: If there are n people in a classroom, what is the probability that at least two of them have the same birthday?General solution: P = 1-365!/(365-n)!/365^nIf you try to solve this with large n (e.g. 30, for which the solution is 29%) with the factorial...


Platforms: Matlab

tKL between two multivariate normal probability density functions. This program implements the tKL between two multivariate normal probability density functions following the references: Baba C. Vemuri, Meizhu Liu, Shun-Ichi Amari and Frank Nielsen, Total Bregman Divergence and its Applications...


Platforms: Matlab

ESBPDF Analysis provides everything needed for using Discrete and Continuous Probability Distributions in a single Windows application. Most Tables and supplied functions (such as in MS Excel) give P(X less than A) and using algebra other results can be found whereas ESBPDF Analysis is...


Platforms: Windows

EasyFit allows to easily and quickly select the probability distribution which best fits to data, reducing your analysis times by 70-95% over manual methods. It includes numerous features designed to save you time, prevent analysis errors, and help you make better decisions. An integrated...


Platforms: Windows

StatAssist displays graphs and related properties of more than 40 probability distributions. This application will save you time and prevent calculation errors if your work or study involves the use of continuous or discrete distributions. It allows to quickly select a distribution of interest,...


Platforms: Windows

Microsoft Excel tool that evaluates the contents of two cells and gives a probability of a match; a value between 0 and 1 is returned. Easy to use custom function works just like any other Excel formula. Works with Excel 2000 2002 2000 2002 2003 2007.


Platforms: Windows

Math::CDF is a Perl module to generate probabilities and quantiles from several statistical probability functions. SYNOPSIS use Math::CDF; $prob = &Math::CDF::pnorm(1.96); if( not defined($z = &Math::CDF::qnorm(0.975)) ) { die "qnorm() failed"; } or use Math::CDF qw(:all); $prob =...


Platforms: *nix

Students are shown a set of dominos and asked the probability of a certain outcome, such as picking a domino whose two numbers sum to eight. The converse is also asked (e.g. the probability of picking a domino whose two numbers do not sum to eight). The program allows the student to flip the...


Platforms: Mac

Bayesian Network tools in Java (BNJ) is an open-source suite of software tools for research and development using graphical models of probability. It is published by the Kansas State University Laboratory for Knowledge Discovery in Databases (KDD).


Platforms: *nix

The Metropolis-Hastings Sampler is the most common Markov-Chain-Monte-Carlo (MCMC) algorithm used to sample from arbitrary probability density functions (PDF). Suppose you want to simulate samples from a random variable which can be described by an arbitrary PDF, i.e., any function which...


Platforms: Windows, Mac, *nix, Python, BSD Solaris

This script uses fact that any probability distributions can be sampled by computing the cumulative distribution, drawing a random number from 0 to 1, and finding the x-value where that number is attained on the cumulative distribution. The searchsorted(..) function performs this search. This...


Platforms: Windows, Mac, *nix, Python, BSD Solaris

You can enter the probability of occurance of a group of symbols for the program and you will get the Fano code for each symbol. This is my first time to attach files to this category and hope that it will be useful for all.


Platforms: Matlab

This function generates random numbers distributed according to the Laplace distribution using the Probability integral transformation


Platforms: Matlab

It calculate the arithmetic code of a string of char, subject to an alphabet "A" and a probability distribution "P". http://en.wikipedia.org/wiki/Arithmetic_coding


Platforms: Matlab

format : [huffcodes,H,Hav,e]=huffmancoding(p,n)inputs: p is the probability of each alphabet symbol( eg:p=[.3 .2 .2 .2 .06 .04] )n is an integer that determines number of symbols at each frame(default:n=1)outputs: huffcodes: huffmancodesH: source entropyHav: average entropy for codinge: codding...


Platforms: Matlab

Rt: returns seriesalpha: VaR levelOUTPUT:CFVAR: Cornish fisher VaR with alpha probability and time horizon as the returns series frequancy


Platforms: Matlab