As part of a mini-project where I am numerically solving a linear differential equation, I have to subtract a probability distribution from another distribution. Is there a way to do this in Julia? When I try: a = Chi(3) - Uniform(0,1) There is no method set up for this: MethodError: no method ma…

Using my first method above (I went back and edited it to fix the off-by-one error), you get this: [probs] Does that look close enough to what you were envisioning? It’s hard to see because it moves so quickly, but the initial distribution is the same uniform one you plotted above.

What is the result of Chi(3) - Uniform(0, 1)?

You can take a look at the compositional data analysis literature. A PDF is an example of compositional data, and there is a space called the Aitchison space with well-defined vector addition, scalar multiplication and inner product: https://github.com/JuliaEarth/CoDa.jl The subtraction u - v is d…

What does the result mean? I had implicitly assumed that OP is talking about a convolution of probability distributions , although that of course only works in closed form for a few specific examples. I guess the distribution of z = x - y with x \sim \chi(3) and y \sim U(0, 1) is this: julia> usin…

Would this repo https://github.com/cscherrer/Measures.jl be of help?

If your plan is to eventually draw some fixed number of samples from the resulting distribution, you might want to check out MonteCarloMeasurements.jl . Doing it this way allows you to deal with complicated things like dependent random variables and operations that don’t have closed-form solutions. T…

@jonniedie , your example is splendid. Please consider adding it to the Seven Lines of Julia collection.

If this is convolution OP is after, then the right way to do it is probably via moment generating functions. Of course it depends on what OP wants to do with the resulting distribution : sampling is easy. Computing the mgf is easy. Getting the PDF and/or CDF might pass through the Gaver-Stehfest al…

@jonniedie @lrnv @juliohm @nilshg Sure, I’ll happily share more details about the nature of my task and hopefully it will provide sufficient information for someone to prescribe a solution. I want to numerically solve the following linear differential equation in plasma physics that calculates the…

Either you are not precise enough either I do not know your field enough to help. What is the sum of distributions ? I do not know how to sum two distributions (and Julia neither, as your errors shows). Are F and f random variables, which distributions are supposed to be chi2 and uniform ? In whic…

How to add/subtract probability distributions?

New to Julia

rafael.guerra February 2, 2022, 7:01pm 7

Linking related thread.

Topic		Replies	Views
Distribution of sum of random variables Statistics fftw , distributions	18	3179	February 2, 2023
Define a distribution from a given distribution Probabilistic Programming distributions	12	1264	October 16, 2020
A comparison of common distributions in Julia, Python and R Statistics distributions	1	1368	May 21, 2021
Random variables in Julia (working list) Statistics distributions	36	6361	November 27, 2022
Landau distribution or something similar Statistics	23	3541	August 12, 2021

How to add/subtract probability distributions?

Related topics