RarerProbability
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RarerProbability
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RarerProbability[dist,example]
computes the probability for distribution dist to generate a sample that has a lower or equal PDF than example.
Details and Options
- RarerProbability[dist,x] computes Probability[PDF[dist,y]≤PDF[dist,x],ydist].
- RarerProbability can be seen as a multivariate extension of the p-value used in statistics. If dist is univariate, continuous and symmetric, the rarer probability is equal to the "two-tailed" p-value.
- RarerProbability is used to define anomalies in AnomalyDetection, FindAnomalies or DeleteAnomalies.
Examples
Basic Examples (2)Summary of the most common use cases
Compute the probability to obtain a rarer value than 3 from a normal distribution:
In[1]:=1
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https://wolfram.com/xid/0bc6nsy7q8ivb2y-mufycm
Out[1]=1
In[2]:=2
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https://wolfram.com/xid/0bc6nsy7q8ivb2y-l53jwz
Out[2]=2
Learn a distribution on color data:
In[1]:=1
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https://wolfram.com/xid/0bc6nsy7q8ivb2y-duib8m
Out[1]=1
In[2]:=2
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https://wolfram.com/xid/0bc6nsy7q8ivb2y-luublf
Out[2]=2
Wolfram Research (2019), RarerProbability, Wolfram Language function, https://reference.wolfram.com/language/ref/RarerProbability.html.
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Wolfram Research (2019), RarerProbability, Wolfram Language function, https://reference.wolfram.com/language/ref/RarerProbability.html.Text
Wolfram Research (2019), RarerProbability, Wolfram Language function, https://reference.wolfram.com/language/ref/RarerProbability.html.
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Wolfram Research (2019), RarerProbability, Wolfram Language function, https://reference.wolfram.com/language/ref/RarerProbability.html.CMS
Wolfram Language. 2019. "RarerProbability." Wolfram Language & System Documentation Center. Wolfram Research. https://reference.wolfram.com/language/ref/RarerProbability.html.
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Wolfram Language. 2019. "RarerProbability." Wolfram Language & System Documentation Center. Wolfram Research. https://reference.wolfram.com/language/ref/RarerProbability.html.APA
Wolfram Language. (2019). RarerProbability. Wolfram Language & System Documentation Center. Retrieved from https://reference.wolfram.com/language/ref/RarerProbability.html
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Wolfram Language. (2019). RarerProbability. Wolfram Language & System Documentation Center. Retrieved from https://reference.wolfram.com/language/ref/RarerProbability.htmlBibTeX
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@misc{reference.wolfram_2025_rarerprobability, author="Wolfram Research", title="{RarerProbability}", year="2019", howpublished="\url{https://reference.wolfram.com/language/ref/RarerProbability.html}", note=[Accessed: 28-May-2025
]}BibLaTeX
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@online{reference.wolfram_2025_rarerprobability, organization={Wolfram Research}, title={RarerProbability}, year={2019}, url={https://reference.wolfram.com/language/ref/RarerProbability.html}, note=[Accessed: 28-May-2025
]}