I was playing around with GNU R for distribution fitting last year for my undergraduate conclusion work, and certanly it is the best free software tool for a lot of statistical problems.
GNU R tutorial at Illinois State University
http://www.math.ilstu.edu/dhkim/Rstuff/Rtutor.html
GNU R tutorial at Illinois State University
http://www.math.ilstu.edu/dhkim/Rstuff/Rtutor.html
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