Distributions Package

The Distributions package provides a large collection of probabilistic distributions and related 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

• Maximum likelihood estimation

• Posterior w.r.t. conjugate prior, and Maximum-A-Posteriori (MAP) estimation