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 population or from a distribution
- Maximum likelihood estimation
- Posterior w.r.t. conjugate prior, and Maximum-A-Posteriori (MAP) estimation
Please refer to the Package Documentation for details.