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Probability and Statistics

Mathematica 12: Probability and Statistics

The newest additions and improvements to probability and statistics functionality focus on data located in space and time. The new spatial analysis functions allow you to find the central location or central data element, depending on the distance function specific to the data type: geolocations, images, texts, dates, etc. In addition, more robust measures of location and dispersion were added to provide better analysis for numeric data with outliers and coming from heavy-tail distributions. Numerous performance improvements allow for enhanced data examination, processing and modeling.

Mathematica 12: Probability and Statistics
  • New robust location measure (spatial median) supporting numeric and geodetic data. »
  • New location measure (central feature) working with many types of data. »
  • New robust location measures for numeric data with outliers. »
  • New robust dispersion measures for numeric data with outliers. »
  • New heavy-tailed Pareto–Pickands distribution to model exceedance. »
  • New Hjorth distribution with bathtub-shaped hazard function for reliability modeling. »
  • Extended hypothesis tests of dispersion. »
  • Estimation support for more matrix distributions. »
  • Faster computation of some descriptive statistics. »
  • Faster simulation and estimation of parametric distributions. »
  • Faster computations with nonparametric distributions. »
  • Improved processing of time series with calendar time stamps. »

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