A Julia package for probability distributions and associated functions. Particularly, Distributions implements:
- Moments (e.g mean, variance, skewness, and kurtosis), entropy, and other properties
- Probability density/mass functions (pdf) and their logarithm (logpdf)
- Moment generating functions and characteristic functions
- Sampling from population or from a distribution
- Maximum likelihood estimation
Note: The functionalities related to conjugate priors have been moved to the ConjugatePriors package.
- Documentation: http://distributionsjl.readthedocs.org/en/latest/
- Release Notes: https://github.com/JuliaStats/Distributions.jl/blob/master/NEWS.md