A Julia package for probability distributions and associated functions.

github.com/JuliaStats/Distributions.jl
Distributions homepage screenshot

About Distributions

Distributions is a Julia package for probability distributions and associated functions. It covers moments such as mean, variance, skewness and kurtosis, entropy and other properties; probability density and mass functions together with their logarithms; moment generating functions and characteristic functions; sampling from a population or from a distribution; and maximum likelihood estimation. Functions related to conjugate priors are not part of this package, having been moved to the separate ConjugatePriors package.

Questions about using the package are directed to the Julia Discourse forum or the official Julia chat channels rather than the GitHub repository, which is used for development. Bug reports can be filed on the repository's issues page after checking that the problem has not already been reported.

Key features

  • Moments such as mean, variance, skewness and kurtosis, plus entropy
  • Probability density and mass functions, including their logarithmic forms
  • Moment generating functions and characteristic functions
  • Sampling from a population or from a distribution
  • Maximum likelihood estimation
Best for: Julia users who need probability distribution functions, sampling and estimation inside statistical or machine learning workflows.
Good for
  • Bundles moments, density and mass functions, generating functions, sampling and maximum likelihood estimation in one Julia package
  • Documents support routes through the Julia Discourse forum, Julia Slack channels and GitHub issues
  • Contributions are gated by docstrings, tests covering edge cases and matching documentation updates
Watch out for
  • Conjugate prior functionality is not included and has been moved to the ConjugatePriors package
  • Usage and support questions are routed away from the GitHub repository, which is reserved for development

Distributions at a glance

Type
Open-source project
Pricing
Not confirmed. Check the site
Open source
Not stated
Language
English
Last checked
Oct 6, 2026 · Online when checked
Listed
Oct 5, 2026

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Distributions FAQ

Where should I ask questions about using Distributions?
Support and questions go to the Julia Discourse forum. For casual conversation and quick questions, the #helpdesk and #statistics channels in the official Julia chat are suggested, with invitations available through the Julia Slack page.
Does the package include conjugate priors?
No. The functionalities related to conjugate priors have been moved to the ConjugatePriors package.
What is required for a contribution to be accepted?
Docstrings must be added to all interface and non-trivial functions, tests must validate the modified behavior including edge cases, and corresponding changes must be made to the docs and built locally without warnings.
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