Shin-ichiro Hara's library, updated for Ruby 1.9 & packaged as a gem.
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README.rdoc

Statistics2: Statistical Distributions for Ruby

Authors: Shin-ichiro HARA(sinara@blade.nagaokaut.ac.jp), Brendan Ribera (brendan.ribera@gmail.com)

REQUIREMENTS:

* ruby-1.8 or higher

INSTALL:

$ gem install statistics2

USAGE:

  • Example:

    require "statistics2"
    puts Statistics2.normaldist(0.27) #=> 0.60641987319804
  • If you don't want to use the C extension:

    require "statistics2/no_ext"
    puts Statistics2.normaldist(0.27) #=> 0.606419873198039 (delta of 9.99200722162641e-16)

LICENSE:

Ruby's (see www.ruby-lang.org/en/LICENSE.txt)