Apache Commons Statistics: Distribution

Apache Commons Statistics provides a framework and implementations for commonly used probability distributions.

Continuous univariate distributions are represented by the ContinuousDistribution interface. Discrete distributions implement DiscreteDistribution (values must be mapped to integers).

Example:

import org.apache.commons.statistics.distribution.TDistribution;

double degreesOfFreedom = 29;
TDistribution t = TDistribution.of(degreesOfFreedom);
double lowerTail = t.cumulativeProbability(-2.656);   // P(T(29) <= -2.656)
double upperTail = t.survivalProbability(2.75);       // P(T(29) > 2.75)

Browse the Javadoc for more information.