kstats-distributions

28 probability distributions (18 continuous + 10 discrete) with a shared interface for density, cumulative probability, quantiles, and random sampling.

Every distribution exposes mean, variance, standardDeviation, skewness, kurtosis, and entropy as properties.

Getting started

val normal = NormalDistribution(mu = 0.0, sigma = 1.0)
normal.pdf(0.0)           // 0.3989...
normal.cdf(1.96)          // 0.975...
normal.quantile(0.975)    // 1.96
normal.sample(Random(42)) // a single random draw

val poisson = PoissonDistribution(rate = 4.0)
poisson.pmf(3)            // P(X = 3)
poisson.cdf(5)            // P(X <= 5)
poisson.mean              // 4.0

Interfaces

• Distribution — sealed interface with mean, variance, standardDeviation, skewness, kurtosis, entropy, cdf(x), sf(x), quantile(p).

• ContinuousDistribution — extends Distribution, adds pdf(x) and sample(random).

• DiscreteDistribution — extends Distribution, adds pmf(k) and sample(random).

Continuous distributions

Discrete distributions