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 {\Large\bf ProbDist} \\ \ \\
 {\large\bf A Software Library of Probability Distributions\\[6pt]
    and Goodness-of-Fit Statistics in {ANSI C}}\\
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 {\bf Pierre L'Ecuyer and Richard Simard} \\ \ \\
%           has participated to the development of ProbDist.}}
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D\'epartement d'Informatique et de Recherche Op\'erationnelle \\
Universit\'e de Montr\'eal \\
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This document describes a set of basic software utilities,
implemented in ANSI C, developed in our simulation laboratory.
It is part of a larger set of tools used for stochastic simulation
and for testing random number generators.
It provides procedures to compute densities, mass functions, 
distribution functions and their inverses, and reliability functions,
for various continuous and discrete probability laws.
It also offers a mechanism for collecting observational data and
computing elementary statistics on it, and tools for performing and
reporting different types of univariate goodness-of-fit tests.

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