
Statistical distributions
 StatCalc
Calculator of distributions for many statistical
distributions,
nonparametric tests (runs, sign, Wilcoxon, MannWhitney) and related
quantities. For Poisson data, includes pvalues for differences
of means and ratios. By K. Krishnamoorthy of University of
Louisiana Lafayette.
 Tests of
normality
and exponentiality
Twentyfour nonparametric and parametric tests. By P.
Johnson and
distributed by Statlib.
 Ranlib
Library of random number generators for Poisson, normal,
chisquared, 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, maximumlikelihood
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.
 Chisquared
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 goodnessoffit tests for uniform, normal and
exponential distributions. Applied Statistics algorithms #248.1
and #66 distributed by Statlib.
