Core Algorithms

Parametric Probability Distributions

Building on the world's largest collection of special functions and two decades of development of symbolic and numeric algorithms, Mathematica 8 provides an unprecedented level of support for parametric distributions. By systematically adding distributions in common use from a wide variety of disciplines such as finance, actuarial science, communication, life science, statistics, etc., Mathematica now provides a complete parametric modeling and analysis framework.

  • Largest collection of parametric distributions in any system. »
  • Extensive support for heavy-tail distributions. »
  • Extensive support for extreme value distributions. »
  • Several dozen properties directly available for all distributions. »
  • Symbolic and numeric results available for all properties.
  • Extensive documentation with properties and relation to other distributions.
  • Extensive collection of applications for all parametric distributions.
  • Automatic parameter estimation and goodness-of-fit testing. »
Univariate Continuous Distributions »Univariate Discrete Distributions »Multivariate Distributions »
Compare Mathematica 7 to Mathematica 8  »Distribution Coverage Comparison »Distribution Support in Software »
Extensive Documentation for Distributions »All Parametric Distributions in Mathematica»An Extensive Collection of Distributional Properties »
Parametric Distributions from Other Parametric Distributions »One Name, Few Distributions »Limit Distributions »
Analyze Card Games with Hypergeometric Distribution »Simulate Incomes with Dagum Distribution »Use a Gompertz Distribution as a Lifetime Model »
Use Logistic Distribution to Simulate Fractional Change  »Urn Model with Weighted Balls »English Is Not a Random Set of Words »
Fit Data to Pearson Distribution »Distribution of Eigenvalues of a Symmetric Random Matrix »Use Stable Distribution to Model Stock Prices »
Analyze Energy Production from a Wind Turbine »Find Operational Rules for a Data Center »Improve Manufacturing of LCD Displays »
Stable Distribution Model of Total Cholesterol Level in Youth  »
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