Colin Rose
Theoretical Research Institute, Sydney
colin@tri.org.au
Murray D. Smith
University of Sydney
Murray.Smith@econ.usyd.edu.au
Abstract
We present a unified approach for doing mathematical statistics with
Mathematica. At one extreme, our package PDF empowers even the "statistically
challenged" with the ability to perform complicated operations without
realizing it. At the other extreme, it enables the professional statistician
to tackle tricky multivariate distributions, generating functions, transformations,
symbolic maximum likelihood estimation, unbiased estimation, checking (and
correcting) of textbook formulae, and so on. By taking full advantage of
the latest v4 Assumptions technology, the PDF package can produce exceptionally
clean and neat symbolic output.