This is a cool package that offers a new capability. I've been trying to find a use for it -- although Mathematica could do some of this also.<p>They have a nice examples page (<a href="http://www.chebfun.org/examples/" rel="nofollow">http://www.chebfun.org/examples/</a>). Here's one on convolving probability distributions that is much easier and cleaner than discretising the problem manually (<a href="http://www.chebfun.org/examples/stats/ProbabilityConvolution.html" rel="nofollow">http://www.chebfun.org/examples/stats/ProbabilityConvolution...</a>). Of course, also much more accurate. The same could be said of computations of expectations or probabilities on such distributions.