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A Julia package for probability distributions and associated functions.
Julia Python
Latest commit b67be40 Apr 22, 2016 @andreasnoack andreasnoack Merge pull request #486 from esproff/master
added entropy functionality to multinomial.jl

README.md

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.

Resources

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