mathStatica and Assumptions Technology

Colin Rose and Murray D. Smith

Abstract
The mathStatica package provides a completely general toolset for doing mathematical statistics with Mathematica. Common statistical operators are defined for taking expectations, finding probabilities, deriving transformations of random variables and so on... all from first principles. By taking full advantage of the latest Version 4 Assumptions technology, these functions automatically yield exceptionally clean and neat symbolic output.

Dr Colin Rose Theoretical Research Institute, Sydney colin@tri.org.au
Dr Murray D. Smith
University of Sydney Murray.Smith@econ.usyd.edu.au

1 Introduction

1.1 A New Approach
1.2 Features
1.3 Design Philosophy

2 Core Functions

2.1 Getting Started
2.2 Introducing Assumptions Technology
2.3 Discrete Random Variables
2.4 Multivariate pdf's
2.5 Bipartite pdf's (kinks)

3 Acknowledgements

The mathStatica package was partly developed while Rose was visiting Wolfram Research, and while Smith was visiting the Sonderforschungsbereich 386, Institüt für Statistik, Ludwig-Maximilians-Universität, München. Rose gratefully acknowledges a Visiting Scholar Grant from Wolfram Research, while Smith acknowledges gratefully the support of the Alexander von Humboldt-Stiftung, and the Australian Research Council (through VISLAB and MEMLab).