Here you find a collection of Free Software modules (Calculators) for the purpose of Random Number Generation and Statistical Distribution Fitting. The modules have been grouped in Univariate, Bivariate, and Multivariate categories.

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Univariate Statistical Distributions
Random Number Generator - Normal DistributionGenerates random numbers for the Normal distribution.
Maximum-likelihood Fitting - Normal DistributionMaximum-likelihood Fitting of the Normal Distribution for any univariate data series. This includes the Normal QQ Plot and Histogram with the curve of the fitted normal distribution.
CDF Normalcomputes the cumulative probability of the Normal Distribution for a given value (quantile), mean, and standard deviation
Random Number Generator - Log-Normal DistributionGenerates random numbers for the Log-Normal distribution and estimates the parameters. It is illustrated that the estimated mean and standard deviation is normally distributed.
Maximum-likelihood Fitting - Beta Distributioncomputes the shape and rate parameter of the Beta distribution and the PPCC Contour Plot
Maximum-likelihood Fitting - Cauchy Distributioncomputes the location and scale parameter of the Cauchy distribution
Maximum-likelihood Fitting - Exponential Distributioncomputes the rate parameter of the Exponential distribution
Maximum-likelihood Fitting - Gamma Distributioncomputes the shape and rate parameter of the Gamma distribution and the PPCC Plot
Maximum-likelihood Fitting - Lognormal Distributioncomputes the meanlog and sdlog parameter of the Lognormal distribution and the PPCC Plot
Maximum-likelihood Fitting - Logistic Distributioncomputes the location and scale parameter of the Logistic distribution
Maximum-likelihood Fitting - Negative Binomial Distributioncomputes the size and mu parameter of the Negative Binomial distribution
Maximum-likelihood Fitting - Poisson Distributioncomputes the lambda parameter of the Poisson distribution
Maximum-likelihood Fitting - Weibull Distributioncomputes the shape and scale parameter of the Weibull distribution and the PPCC Plot
Tukey lambda PPCC Plotcomputes the Tukey lambda PPCC Plot
Box-Cox Normality Plotcomputes the Box-Cox Normality Plot
Area under Normal Densitycomputes the area under the normal density for a given lower and upper value, mean, and standard deviation.
Area under Binomial Densitycomputes the area under the Binomial density.
Skewness/Kurtosis TestD'Agostino skewness test, Anscombe-Glynn kurtosis test, Jarque-Bera Normality Test (against normality).
Skewness-Kurtosis PlotSkewness-Kurtosis plot as proposed by Cullen and Frey (1999).

Bivariate Statistical Distributions

Multivariate Statistical Distributions