mathStatica This program and book was written by Colin Rose and Murray D. Smith,
and as one might guess from the name, it is a statistical package
based on Mathematica. Unlike many commonly used statistical packages
(which perform numerical calculations), this one performs analytical
computations (thus the connection to Mathematica, which is required).
For example, one might use it to calculate a symbolic maximum
likelihood estimate. It adds some 100 functions to Mathematica, but
of key importance are those for plotting densities, expectations,
probabilities, and transformations. They offer both a "Basic" and a
"Gold" version (the latter has more features and support).