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| Cross-posted at https://mathematica.stackexchange.com/questions/289812/for-parametrized-functions-can-we-determine-function-range-directly. |
| What you have labeled $\chi^2_{\alpha/2}\approx 26.119$ is the value of a chisquare random variable $X$ that has a probability of $\alpha/2$ in the right tail. The correct function to use is the `InverseCDF` which gives the value of the chisquare... |
| A much better answer than mine is found at https://mathematica.stackexchange.com/questions/128214/update-combining-distributionchart-and-boxwhiskerchart. |
| I've added in a formula for the total number of arrangements along with a rationale for constructing that formula. |
| I don't have a problem with posting things simultaneously but you really need to give the associated links in each post. Otherwise, suppose at one post someone answers the question. Then at the other post you're wasting folks limited time because... |
| Would you elaborate a bit more on what your question is? Are you wanting code to simplify the first element of `p2` and `p3` to be the second element of `p2` and `p3`, respectively? Also, by "Gauss' formula" do you mean what's mentioned in the... |
| I'm lazier than you. data = {{-1, 3}, {1, 1}, {2, 5}}; lm = LinearModelFit[data, {x, x^2}, x, IncludeConstantBasis -> False, WorkingPrecision -> \[Infinity]]; lm["BestFitParameters"] (* {-(12/11), 20/11} *) |
| One can get a distribution where the PDF matches that of `InverseChiSquareDistribution[v, s]` but I'm not seeing how to get *Mathematica* to recognize that distribution as a scaled inverse chisquare distribution. Here is some code to get that... |
| Henrik: Thanks! That clears it up. We are in agreement about definition of the Voigt distribution as to how it comes about as a convolution of a Gaussian and Lorentzian. It's that from my experience in this forum and the... |
| Because your code is so long and there has been cut-and-paste issues, as a check Variables[Integrand] results in ![List of variables in Integrand][1] Are these the variables that you expect? [1]:... |