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.