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https://github.com/Lisp-Stat/distributions
The Distributions package provides a collection of probability distributions and related functions including:
- 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 and derived distributions