APPL: A probability programming language

Statistical packages have been used for decades to analyze large datasets o r to perform mathematically intractable statistical methods. These packages are not capable of working with random variables having arbitrary distribu tions. This article presents a prototype probability package named APPL (A Probability Programming Language) that can be used to manipulate random var iables. Examples illustrate its use. A current version of the software can be obtained by contacting the third author at leemis@math.wm.edu.