Distributions Package

The Distributions package provides a large collection of probabilistic distributions and related functions. Particularly, Distributions implements:

  • Sampling from distributions
  • 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
  • Maximum likelihood estimation
  • Distribution composition and derived distributions (Cartesian product of distributions, truncated distributions, censored distributions)