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Is there literally any [ preferably free ] Computer Algebra System that would handle probability theory directly? As for now I am mainly interested in calculating marginal densities out of user-defined joint densities on diverse domains, but a complete system would be even better. And by any system I mean also that operating system is not an issue as long it works on one of the big three (Linux, Windows, Mac OS X).

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    Have you tried [R](http://www.r-project.org/)?2013-07-28

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