Core Algorithms
Parameter Estimation and Testing
Leveraging Mathematica's seamless integration of symbolic and numeric capabilities, Mathematica 8 provides highly automated and efficient parameter estimation and goodness-of-fit testing for the more than 100 built-in parametric distributions and derived distribution constructors. Automatic selection of solvers and optimization routines allows the user to focus on the questions they want to answer instead of worrying about the algorithmic details, while optional settings allow the expert full control over the optimization and specific hypothesis tests if desired. Estimation and testing can be done in a few short lines of code, letting the researcher, analyst, educator, or student quickly move on to the decision-making and report-generation stages of their work.
- Highly automated parameter estimation for all parametric and derived distributions. »
- Maximum-likelihood and moment-based parameter estimates. »
- Goodness-of-fit testing for univariate, multivariate, discrete, and continuous data. »
- Direct access to Kolmogorov-Smirnov, Pearson , Anderson-Darling tests, etc. »
- Automated location and scale hypothesis tests for any number of datasets. »
- Full suite of named location and scale tests, including , , sign, Levene, etc. »
- Complete set of test results, including test statistics, -values, reports, etc. »