Octave has support for various statistical methods. The emphasis is on basic descriptive statistics, but the Octave Forge statistics package includes probability distributions, statistical tests, random number generation, and much more.
The functions that analyze data all assume that multi-dimensional data is arranged in a matrix where each row is an observation, and each column is a variable. Thus, the matrix defined by
a = [ 0.9, 0.7; 0.1, 0.1; 0.5, 0.4 ];
contains three observations from a two-dimensional distribution. While this is the default data arrangement, most functions support different arrangements.