The example software in R and Matlab/Octave that follows has been used and tested on teaching graduate level courses but should be easily adapted for other purposes.
R is a freeware programming language, aimed particularly at statistics applications, that mimics much of the functionality of S-Plus (see http://www.r-project.org/)
Matlab (which also has Statistics and Fuzzy Toolboxes) is a commercial package available from The Mathworks: (http://www.mathworks.com/)
The CURE Matlab toolbox for uncertainty analysis workflows is available for download (Go to the CURE pages here).
Octave is a freeware program that is broadly compatible with Matlab code (http://www.gnu.org/software/octave/ ).