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ebeab79 Jul 20, 2017
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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