title: Is there a Java probability library somewhere?
body: <p>One that would, for example, allow me to create a Poisson random variable with specified lambda and generate random numbers with it, or to calculate the marginals from a discrete  joint probability distribution function?</p>
  
  <p>Or should I roll my own? (This is just for fun, I just want to play around with probability a bit, so no practical uses yet :) )</p>