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Statistical distributions

StatCalc
    Calculator of distributions for many statistical distributions, nonparametric tests (runs, sign, Wilcoxon, Mann-Whitney) and related quantities.  For Poisson data, includes p-values for differences of means and ratios.  By K. Krishnamoorthy of University of Louisiana Lafayette.

Tests of normality and exponentiality
    Twenty-four nonparametric and parametric tests. By P. Johnson and distributed by Statlib.

Ranlib
    Library of random number generators for Poisson, normal, chi-squared, and various other distributions.  From the University of Texas and distributed by Statlib. 

MVNPACK
    Fortran subroutines for computation of multivariate normal distributions and integrals using several different methods. by A. Genz of Washington State University.

Xtremes
    Windows package for extreme values analysis.  Includes univariate & multivariate data, frequentist & Bayesian approaches, tests to upper tails of distributions, maximum-likelihood and point over threshold fits to EV distributions, simulations.  Written in StatPascal and accompanies volume Statistical Analysis of Extreme Values (3rd ed) by R. D. Reiss & M. Thomas (2005).  Distributed by Risktec.

Probabilities for univariate and bivariate Gaussian and Student's t distributions
    Based on TOMS algorithm #4628 and Applied Statisticss algorithm #3.  Distributed by Statlib.

Random deviates of the multivariate normal
    Subroutine for generating random multivariate normal data with specified correlations.  TOMS algorithm #717 distributed by Statlib.

Standard normal distribution
    Accurate subroutines for area under tail of Gaussians. Applied Statistics algorithm #66 distributed by Statlib.

Chi-squared distribution probabilities
    Applied Statistics algorithms #91 and R85 distributed by Statlib.

Fisher's exact variance test for Poisson distribution
    Applied Statistics algorithm #171 distributed by Statlib.

Tests for normality
    Nonparametric goodness-of-fit tests for uniform, normal and exponential distributions.  Applied Statistics algorithms #248.1 and #66 distributed by Statlib.