Various:
+ Gini

Mike Godfrey:

+ median
+ ANOVA (analysis of variance), 
- multiple regression, 
- probability models, 
- methods for hypothesis testing. 

Plot distributions:
+	PDF
+	CDF
+	Histogram

Compare distributions:
+	Chi^2 Test (X^2 Test)
+	T-Test
-	Wilcoxon Test
-	Kolmorogov Smirnov Test
+	Covariance

Regressions:
+	Linear
-	Logistic

He felt that the biggest weakness right now is the lack of distribution comparison and Logistic
regression.  

He also suggested that you might want to consider the GSL (Gnu Scientific Library) for more functionality.

Wietse:
@PaulKlint it would be great to be able to inspect the distribution of a set of data with density histogram plot.

