Engee documentation

Distributions Package

The Distributions package provides a large collection of probabilistic distributions and related functions. Particularly, Distributions implements:

  • 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 (Cartesian product of distributions, truncated distributions, censored distributions)