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Statistical Distributions
Mathematica supports all standard statistical distributions, giving access to both numerical and exact symbolic results. Mathematica's
symbolic character makes it possible to represent statistical distributions in a convenient symbolic form that can immediately be com-
bined and manipulated.

Ÿ Continuous Distributions »

NormalDistribution ä ChiSquareDistribution ä StudentTDistribution ä LogNormalDistribution ä

BetaDistribution ä ExtremeValueDistribution ä ...

Ÿ Discrete Distributions »

PoissonDistribution ä BinomialDistribution ä HypergeometricDistribution ä ...

Ÿ Properties »

PDF , CDF — probability density function, cumulative density function

Mean ä Variance ä Quantile ä Skewness ä Kurtosis ä ...

ExpectedValue — expected value of any quantity

Ÿ Samples from Distributions

RandomReal ä RandomInteger

TUTORIALS

Ÿ Continuous Distributions

Ÿ Discrete Distributions

MORE ABOUT

Ÿ Functions Used in Statistics

RELATED LINKS

Ÿ Demonstrations related to Statistical Distributions (Wolfram Demonstrations Project)

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Continuous Statistical Distributions

Mathematica has a general symbolic representation of statistical distributions that makes it possible to perform not only numerical but
also symbolic operations on distributions.

� Normal and Related Distributions

NormalDistribution  � LogNormalDistribution  � HalfNormalDistribution  � InverseGaussianDistribution

� Distributions Associated with Normally Distributed Samples

StudentTDistribution  � ChiSquareDistribution  � FRatioDistribution

NoncentralStudentTDistribution  � NoncentralChiSquareDistribution  � NoncentralFRatioDistribution

� Piecewise Linear Distributions

UniformDistribution  � TriangularDistribution

� Exponential-Related Distributions

ExponentialDistribution  � LaplaceDistribution  � GammaDistribution

RayleighDistribution  � MaxwellDistribution  � LogisticDistribution  � ChiDistribution

� Power-Law-Related Distributions

BetaDistribution  � CauchyDistribution  � ParetoDistribution

� Extreme Value Distributions

ExtremeValueDistribution  � WeibullDistribution  � GumbelDistribution

TUTORIALS

� Continuous Distributions

MORE ABOUT

� Using Statistical Distributions

� Functions Used in Statistics

� Hypothesis Testing Package

� Multivariate Statistics Package

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Discrete Statistical Distributions

Mathematica has a general symbolic representation of statistical distributions that makes it possible to perform not only numerical but
also symbolic operations on distributions.

� Binomial Distributions

BernoulliDistribution  � BinomialDistribution  � HypergeometricDistribution

� Negative Binomial Distributions

NegativeBinomialDistribution  � GeometricDistribution

� Beta Mixture Distributions

BetaBinomialDistribution  � BetaNegativeBinomialDistribution

� Poisson Distribution

PoissonDistribution

� Uniform Distribution

DiscreteUniformDistribution

� Power Law Distributions

ZipfDistribution  � LogSeriesDistribution

TUTORIALS

� Discrete Distributions

MORE ABOUT

� Using Statistical Distributions

� Functions Used in Statistics

� Multivariate Statistics Package

RELATED LINKS

� Demonstrations related to Discrete Statistical Distributions (Wolfram Demonstrations Project)

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Descriptive Statistics
Mathematica's descriptive statistics functions operate both on explicit data, and on symbolic representations of statistical distributions.
When operating on explicit data, the functions routinely handle huge datasets—which can contain not only numbers, but also symbolic
elements representing, for example, parametrized or unknown data.

� Location Measures

Mean  � Median  � Commonest  � RootMeanSquare  � TrimmedMean  � HarmonicMean  � GeometricMean

� Dispersion Measures

Variance  � StandardDeviation  � MeanDeviation  � MedianDeviation  � QuartileDeviation  � InterquartileRange

� Shape Measures

Skewness  � Kurtosis  � QuartileSkewness

� General Measures

Quantile  � Quartiles  � CentralMoment  � BinCounts

� Symbolic Features of Distributions

CDF  � PDF  � InverseCDF  � ExpectedValue  � CharacteristicFunction

� Multivariate Measures

Covariance  � Correlation

TUTORIALS

� Basic Statistics

� Descriptive Statistics

� Continuous Distributions

� Discrete Distributions

MORE ABOUT

� Data Transforms & Smoothing

� Curve Fitting

� Statistical Distributions

� Random Sampling

� Distance & Dissimilarity Measures

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Exploratory Data Analysis

Mathematica efficiently implements state-of-the-art data classification algorithms, allowing you to search for nearest neighbors and do
cluster analysis on large datasets.

BinCounts — count the number of elements that lie in bins

BinLists  � Tally  � Union  � Commonest  � Quantile

FindClusters — find clusters in numerical, discrete and string data

Nearest — find nearest neighbors in any space of data

NearestFunction  � DistanceFunction

� Distance Measures »

EuclideanDistance  � ManhattanDistance  � EditDistance  � ...

Cases , Count — list, count elements matching a pattern

Split — split data into runs

TUTORIALS

� Partitioning Data into Clusters

� Using Nearest

MORE ABOUT

� Statistics

� Data Fitting

� Hierarchical Clustering Package

� Discrete & Integer Data

� New in 6.0: Numerical Data Handling

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Random Number Generation

Based on original algorithms developed at Wolfram Research, Mathematica's core randomness generation is both highly efficient and of
exceptional quality. Mathematica can produce both discrete and continuous randomness, with a wide range of distributions conveniently
specified in symbolic form.

RandomInteger — random integer or array of integers

RandomReal — random real or array of reals
RandomComplex — random complex numbers

RandomChoice — random choices from a list

RandomSample — random samples or permutation of a list
RandomPrime — random prime number

� Statistical Distributions »

NormalDistribution  � StudentTDistribution  � PoissonDistribution  � ...

SeedRandom — seed and pick method

BlockRandom — make random number generation localized

TUTORIALS

� Pseudorandom Numbers

� Random Number Generation

MORE ABOUT

� Statistics

� New in 6.0: Mathematics & Algorithms

RELATED LINKS

� Demonstrations related to Random Number Generation (Wolfram Demonstrations Project)

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Curve Fitting & Approximate Functions

Built into Mathematica are state-of-the-art constrained nonlinear fitting capabilities, conveniently accessed with models given directly in
symbolic form. Mathematica also supports unique symbolic interpolating functions that can immediately be used throughout the system
to efficiently represent approximate numerical functions.

FindFit — find a general nonlinear fit, potentially including parameter constraints

Fit — linear least-squares fit to a list of symbolic functions

LeastSquares — solution to a least-squares problem in matrix form

Interpolation — find an interpolation to data in any number of dimensions

ListInterpolation  � FunctionInterpolation
InterpolatingFunction — represent an approximate function to be evaluated repeatedly

InterpolatingPolynomial — construct a symbolic interpolating polynomial

TUTORIALS

� Curve Fitting

� Approximate Functions and Interpolation

� Manipulating Numerical Data

� Unconstrained Optimization

MORE ABOUT

� Statistics

� Data Transforms and Smoothing

� Linear Regression Package

� Nonlinear Regression Package

� Splines Package

� Series Expansions

� Function Approximations Package

� Computational Geometry

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Distance and Dissimilarity Measures

Different measures of distance or dissimilarity are convenient for different types of analysis. Mathematica provides built-in functions for
many standard distance measures, as well as the capability to give a symbolic definition for an arbitrary measure.

� Numerical Data

EuclideanDistance  � SquaredEuclideanDistance  � ManhattanDistance  � ChebyshevDistance  �

BrayCurtisDistance  � CanberraDistance  � CosineDistance  � CorrelationDistance

� Boolean Data

HammingDistance  � JaccardDissimilarity  � MatchingDissimilarity  � DiceDissimilarity  �

RogersTanimotoDissimilarity  � RussellRaoDissimilarity  � SokalSneathDissimilarity  � YuleDissimilarity

� String Data

EditDistance  � HammingDistance

DistanceFunction — option for specifying distance functions

Nearest  � FindClusters  � FindShortestTour  � ...

TUTORIALS

� Partitioning Data into Clusters

MORE ABOUT

� Data Classification

� String Manipulation

� Operations on Vectors

� Hierarchical Clustering Package

RELATED LINKS

� Demonstrations related to Distance and Dissimilarity Measures (Wolfram Demonstrations Project)

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