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Statistical distributions
- StatCalc
Calculator of distributions for many statistical
distributions,
nonparametric tests (runs, sign, Wilcoxon, Mann-Whitney) and related
quantities. For Poisson data, includes p-values for differences
of means and ratios. By K. Krishnamoorthy of University of
Louisiana Lafayette.
- Tests of
normality
and exponentiality
Twenty-four nonparametric and parametric tests. By P.
Johnson and
distributed by Statlib.
- Ranlib
Library of random number generators for Poisson, normal,
chi-squared, and various other distributions. From the University
of Texas and distributed by Statlib.
- MVNPACK
Fortran subroutines for computation of multivariate normal
distributions and integrals using several different methods. by A. Genz
of Washington State University.
- Xtremes
Windows package for extreme values analysis. Includes
univariate & multivariate data, frequentist & Bayesian
approaches, tests to upper tails of distributions, maximum-likelihood
and point over threshold fits to EV distributions, simulations.
Written in StatPascal and accompanies volume Statistical Analysis of Extreme Values (3rd
ed) by R. D. Reiss & M. Thomas (2005). Distributed by Risktec.
- Probabilities
for univariate and bivariate Gaussian and Student's t distributions
Based on TOMS algorithm #4628 and Applied Statisticss
algorithm
#3. Distributed by Statlib.
- Random
deviates
of the multivariate normal
Subroutine for generating random multivariate normal data
with
specified correlations. TOMS algorithm #717 distributed by
Statlib.
- Standard normal
distribution
Accurate subroutines for area under tail of Gaussians.
Applied
Statistics algorithm #66 distributed by Statlib.
- Chi-squared
distribution probabilities
Applied Statistics algorithms #91 and R85 distributed by
Statlib.
- Fisher's exact
variance test for Poisson distribution
Applied Statistics algorithm #171 distributed by Statlib.
- Tests for
normality
Nonparametric goodness-of-fit tests for uniform, normal and
exponential distributions. Applied Statistics algorithms #248.1
and #66 distributed by Statlib.
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