Note that there's only 1 failing test script (namely t/CDF.t) and that it fails only 2 tests (tests 481 and 523).
All the other stuff is in relation to 'TODO' tests, and they don't count as failures.

On MS Windows, I get the same 2 failing tests as you get - I haven't yet investigated further.

Looks to me that you've got a fairly good build of Math::GSL - why not just force install it and see how it goes for you ?

Cheers,
Rob