JuliaStats/Distributions.jl

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Distributions.jl 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 a population or from a distribution Maximum likelihood estimation Note: The functionalities related to conjugate priors have been moved to the ConjugatePriors...