Distributions Package
The Distributions package provides a large collection of probabilistic distributions and related functions. Particularly, Distributions implements:
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Sampling from distributions
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Moments (e.g mean, variance, skewness, and kurtosis), entropy, and other properties
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Probability density/mass functions (pdf) and their logarithm (logpdf)
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Moment-generating functions and characteristic functions
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Maximum likelihood estimation
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Distribution composition and derived distributions (Cartesian product of distributions, truncated distributions, censored distributions)