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JuliaStats/Distributions.jl

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Distributions.jl

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Distributions Distributions

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.

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