szha commented on issue #19700:
URL: 
https://github.com/apache/incubator-mxnet/issues/19700#issuecomment-748722905


   GluonTS certainly has plenty of distributions offerings. @xidulu and 
@szhengac also made the gluon.probability module for Gluon 2.0 (#18403, 
discussion in #17240), though this is not yet available in mxnet 1.x releases.


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