Timeline for How to sample from sum of random variables
Current License: CC BY-SA 4.0
11 events
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| Jan 19, 2022 at 16:16 | history | reopened |
Carl whuber♦ |
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| Jan 19, 2022 at 6:15 | comment | added | Carl | In the links I provided, if you follow the clickable areas in those web pages, of which there are many, some of your questions will be answered. What Mathematica does is use something akin to AIC for selection. However, Mathematica source code is proprietary, so not everything is well documented. If you need detailed answers you might post the questions on the Mathematica site, as some of the users there write the proprietary code. You might search for equivalent programs in other computer languages, but my knowledge of those is limited. | |
| Jan 19, 2022 at 6:13 | review | Reopen votes | |||
| Jan 19, 2022 at 16:16 | |||||
| Jan 19, 2022 at 0:06 | comment | added | ipcamit | @Carl your suggestion was quite useful and it worked for me. can you please suggest some reading for the algorithm behind it? I would like to replicate it in python. whuber thank you for your comment I havent gotten around it yet, will try and update. | |
| Jan 18, 2022 at 15:59 | comment | added | whuber♦ |
Shot noise follows a Poisson distribution whose mean is conditional on the true underlying value. That leads directly to a simple way of simulating such data. In R, for instance, you could generate lognormal + shot noise data in a single line like (function(n, mu=0, sigma=1) rpois(n, exp(rnorm(n, mu, sigma))))(10, 4.0, 2.5) Is this what you are looking for?
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| Jan 18, 2022 at 15:00 | history | closed |
Xi'an mdewey Adrian Keister |
Needs details or clarity | |
| Jan 18, 2022 at 10:15 | comment | added | Carl | Use software that automatically determines mixture model contributions to a density function, for example, FindDistribution in the Mathematica language. Then refine your answer, e.g., FindDistributionParameters. Then think about the results, and take further action as needed. | |
| Jan 18, 2022 at 5:25 | review | Close votes | |||
| Jan 18, 2022 at 15:00 | |||||
| Jan 18, 2022 at 4:19 | comment | added | ipcamit | I guess I am bit inexperienced to convey properly, histogram is the observed size distribution of particles. I would like to model the observed data as noise from the instrument (Exponential distribution as noise is most likely to be small specs and static etc.) + log normal distribution of particles . After thinking over it more I got one problem in my approach that I need the function to model the data with input noise source. I am trying to model the data as sum of random distributions. I am just little confused as how to proceed next | |
| Jan 18, 2022 at 1:59 | comment | added | BruceET | Not sure of your objective. In what way does your histogram deserve to be called a 'failed attempt"? | |
| Jan 17, 2022 at 23:47 | history | asked | ipcamit | CC BY-SA 4.0 |