On the wiki:

   * [Beta distribution]
   * [Chi-squared distribution]
   * [Gamma distributions]
   * [Gaussian distribution] (also known as the normal distribution)
   * [Lognormal income distributions]
   * [Poisson distribution]
   * [Student's t-distribution]

Also, [tcllib] includes the normal, exponential, and uniform distributions.

Typical functionality in tcllib includes:
   * pdf-''distribution'': The probability density
   * cdf-''distribution'': The cumulative distribution function
   * random-''distribution'': Generate a pseudo-[random number] drawn from the distribution

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https://www.gnu.org/software/mcsim/%|%GNU MCSim%|% is a simulation package, written in C, which allows you to design your own statistical or simulation models, perform Monte Carlo stochastic simulations, and do Bayesian inference through Markov Chain Monte Carlo simulations.

It includes a GUI program, XMCSim, a menu-driven interface which automatizes the compilation and running tasks of MCSim. It also offers a convenient interface to 2-D and 3-D plotting of the simulation results via [gnuplot].


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