title: Probability Density Function using the standard library?
body: <p>Being able to use the <code>std &lt;random&gt;</code> to generate random numbers of different prob distributions is great... Now, <em>Is there any way to compute the probability of a set of numbers given a distribution and its parameters <strong>using the standard library</strong>?</em></p>
  
  <p>I am aware that I can code the Probability Density &amp; Mass Functions for whatever distributions on my own (see example below for a single random variable), but I'd rather use the standard library if I could.</p>
  
  <pre><code>long double exponential_pdf(long double x, long double rate) {
  
      if ( x &lt; 0.0 ) {
          return 0.0;
      }
      if ( rate &lt; 0.0 ) {
          return NOT_A_NUMBER;
      }
      auto    pdf = rate * exp( - rate * x);
      return  pdf;
  }
  </code></pre>