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 (Cartesian product of distributions, truncated distributions)