PDL is perfect for doing this, and is the fastest you will find. Check out Chaper10 in Using Perl for Statistics

Also google for "PDL statistics" for more information. Don't be discouraged by the steep learning curve of PDL, your operation is pretty simple. Most of the complication comes in from the plotting graphs. The PDL maillist can be very helpful. Also see PDL Dr.Dobbs and The Perl Data Language (PDL): A Quick Reference Guide