New in Mathematica 9

Enhanced Probability & Statistics

Mathematica 9 adds numerous extensions and improvements to its already very strong capabilities in probability and statistics. These include additional parametric distributions, faster nonparametric distributions, additional and generalized derived and formula distributions. A new type of descriptive statistics for measuring dependence among components for multivariate data and distributions has been added, as well as a corresponding set of hypothesis tests. The ability to associate weights with data points allows most data-oriented functions to provide weighted estimators, including descriptive statistics, nonparametric, and parametric distribution estimators. Performance improvements are available across the board.

  • Weighted data supported throughout nonparametric and parametric estimation.
  • Comprehensive collection of multivariate statistical dependency measures. »
  • Comprehensive collection of dependency and correlation hypothesis tests.
  • Collection of phase-type (hypoexponential, hyperexponential, Coxian) distributions. »
  • Additional finance-related parametric distributions (variance-gamma, Tsallis -normal, ...).
  • New derived distribution for splicing together multiple distributions, such as body and tail.
  • Support for general compound Poisson distributions.
  • Order statistics distribution for general multivariate distributions.
  • Enhanced performance across the board for nonparametric distributions.
  • Support for formula distributions defined by hazard functions.
  • Support for random graphs and property distributions of these. »
  • Support for Monte Carlo-based probability and expectation computations.

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