1\begin{titlepage} 2 3\null 4\begin {flushright} \it Last update: \today \end {flushright} 5 6\vfill 7\begin{center} 8 {\Large\bf ProbDist} \\ \ \\ 9 {\large\bf A Software Library of Probability Distributions\\[6pt] 10 and Goodness-of-Fit Statistics in {ANSI C}}\\ 11\vfill 12 {\bf Pierre L'Ecuyer and Richard Simard} \\ \ \\ 13% has participated to the development of ProbDist.}} 14\medskip 15D\'epartement d'Informatique et de Recherche Op\'erationnelle \\ 16Universit\'e de Montr\'eal \\ 17\end{center} 18\vfill 19 20This document describes a set of basic software utilities, 21implemented in ANSI C, developed in our simulation laboratory. 22It is part of a larger set of tools used for stochastic simulation 23and for testing random number generators. 24It provides procedures to compute densities, mass functions, 25distribution functions and their inverses, and reliability functions, 26for various continuous and discrete probability laws. 27It also offers a mechanism for collecting observational data and 28computing elementary statistics on it, and tools for performing and 29reporting different types of univariate goodness-of-fit tests. 30 31\vfill 32\end{titlepage} 33 34