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Statistics

  

RandomVariable

  

create new random variable

 

Calling Sequence

Parameters

Description

Examples

References

Calling Sequence

RandomVariable(T)

Parameters

T

-

ProbabilityDistribution; probability distribution

Description

• 

The RandomVariable command creates new random variable with the specified distribution.

• 

The parameter can be one of the supported distributions or a distribution data structure.

Examples

withStatistics:

Create a random variable which is normally distributed with mean a and standard deviation b.

XRandomVariableNormala,b

X:=_R

(1)

PDFX,t

122ⅇ12ta2b2πb

(2)

MeanX

a

(3)

TDistributionGammaDistributionu,v

T:=moduleoptionDistribution,Continuous;exportConditions,ParentName,Parameters,CharacteristicFunction,CGF,Mean,Mode,MGF,PDF,Support,Variance,CDFNumeric,QuantileNumeric,RandomSample,RandomSampleSetup,RandomVariate,MaximumLikelihoodEstimate;end module

(4)

YRandomVariableT

Y:=_R0

(5)

PDFY,t

&lcub;0t<0tuv1&ExponentialE;tuu&Gamma;votherwise

(6)

UDistributionPDF&equals;t&rarr;piecewiset<0&comma;0&comma;t<3&comma;13&comma;0

U:=moduleoptionDistribution&comma;Continuous&semi;exportConditions&comma;PDF&semi;end module

(7)

ZRandomVariableU

Z:=_R1

(8)

PDFZ&comma;t

&lcub;0t<013t<30otherwise

(9)

MeanZ

32

(10)

References

  

Stuart, Alan, and Ord, Keith. Kendall's Advanced Theory of Statistics. 6th ed. London: Edward Arnold, 1998. Vol. 1: Distribution Theory.

See Also

Statistics

Statistics[Computation]

Statistics[Distribution]

Statistics[Distributions]

Statistics[RandomVariables]

Statistics[Specialize]

 


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