New in Mathematica 10 › Enhanced Random Processes ›

Improved Support of Random Processes in Probability 

Find the probability of Poisson process slice assuming a particular value, given process slice values at an earlier and a later time.

show complete Wolfram Language input
In[2]:=
Click for copyable input
X
Out[2]=
In[3]:=
Click for copyable input
X
Out[3]=

Compare the probability to PDF of binomial distribution.

In[4]:=
Click for copyable input
X
Out[4]=
In[5]:=
Click for copyable input
X
Out[5]=

Find the probability of binomial process slice assuming a particular value, given process slice value at a later time.

show complete Wolfram Language input
In[7]:=
Click for copyable input
X
Out[7]=

Compare the probability to PDF of hypergeometric distribution.

In[8]:=
Click for copyable input
X
Out[8]=
In[9]:=
Click for copyable input
X
Out[9]=

Related Examples

Hidden Markov Processes with Discrete or Continuous, Univariate or Multivariate Emissions » Hidden Markov Processes with Silent States » Find Hidden States Underlying Given Emissions of HMM Process » Estimate Hidden Markov Processes from Data »
Perform Typo Correction without a Dictionary » Track Player Movement in a First-Person Shooter Game » Find a Splice Site in a DNA Sequence » Track Lizard Movement with a Capture-Recapture Model »
Use TransformedProcess to Create a Custom Process » Study the Stochastic Exponential Function » Simulate the Surplus Process for Insurance » Model Option Prices Using Merton Jump-Diffusion  »
Generate White Noise Based on Any Distribution » Apply ARMA Filter to a Heavy-Tailed White Noise Process » Test for Serial Correlation » Fractional Gaussian Noise versus FARIMA Noise »
Improved Support of Random Processes in Expectation » Improved Support of Random Processes in Probability » Identify Regularly Sampled Ornstein–Uhlenbeck Process as an Autoregressive Process » Improved Documentation for Probability and Statistics »
de es ja pt-br zh