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.
RELATED FUNCTIONSWeightedData 
KendallTau IndependenceTest CorrelationTest HoeffdingD HoeffdingDTest SplicedDistribution HypoexponentialDistribution HyperexponentialDistribution CoxianDistribution CompoundPoissonDistribution TsallisQGaussianDistribution SpatialGraphDistribution GraphPropertyDistribution RenewalProcess SpearmanRho BlomqvistBeta GoodmanKruskalGamma PillaiTrace WilksW PearsonCorrelationTest SpearmanRankTest KendallTauTest GoodmanKruskalGammaTest BlomqvistBetaTest PillaiTraceTest VarianceGammaDistribution MeixnerDistribution TsallisQExponentialDistribution VoigtDistribution LogMultinormalDistribution ProductDistribution OrderDistribution NProbability NExpectation BarabasiAlbertGraphDistribution WattsStrogatzGraphDistribution PriceGraphDistribution BernoulliGraphDistribution UniformGraphDistribution DegreeGraphDistribution
KendallTau IndependenceTest CorrelationTest HoeffdingD HoeffdingDTest SplicedDistribution HypoexponentialDistribution HyperexponentialDistribution CoxianDistribution CompoundPoissonDistribution TsallisQGaussianDistribution SpatialGraphDistribution GraphPropertyDistribution RenewalProcess SpearmanRho BlomqvistBeta GoodmanKruskalGamma PillaiTrace WilksW PearsonCorrelationTest SpearmanRankTest KendallTauTest GoodmanKruskalGammaTest BlomqvistBetaTest PillaiTraceTest VarianceGammaDistribution MeixnerDistribution TsallisQExponentialDistribution VoigtDistribution LogMultinormalDistribution ProductDistribution OrderDistribution NProbability NExpectation BarabasiAlbertGraphDistribution WattsStrogatzGraphDistribution PriceGraphDistribution BernoulliGraphDistribution UniformGraphDistribution DegreeGraphDistribution
