Probability -- basic probability functions

This package provides a number of basic probability functions. In particular, for both discrete and continuous probability distributions, there are the following four functions:

• density: probability density (or mass) function
• probability: cumulative distribution function
• quantile: quantile function
• random(ProbabilityDistribution): generate random samples

A variety of common probability distributions are supported.

Discrete distributions

• binomial
• Poisson
• geometric
• negative binomial
• hypergeometric

Continuous distributions

• uniform
• exponential
• normal
• gamma
• chi-squared
• Student's t
• F
• beta

You may also define your own probability distributions using discreteProbabilityDistribution and continuousProbabilityDistribution.

Author

• Doug Torrance <[email protected]>

Version

This documentation describes version 0.2 of Probability.

Source code

The source code from which this documentation is derived is in the file Probability.m2.

Exports