I came across this page: Plotting Tools
where I found a set of tools with the name stats.pl and make-cdf. I can write my own but don't want to spend too much time when someone else has already done that. Does anyone have these tools or at least point me to a similar set of tools somewhere?
I do not know who Dave, Binju, Vijay and Dan are and I did not see a way of figuring out what stats.pl and make-cdf contain.
There are a number of excellent statistics related modules on CPAN including Statistics::Descriptive, Statistics::KernelEstimation and Math::GSL::CDF to name but a few that might be relevant given the names of the scripts you mention.
However, if you want to do serious statistics, I would recommend you consider using R which you can control using Statistics::R. AFAIK, the R tag on StackOverflow is pretty active.