It's not a terrible idea to support the absolute basics like mean & variance, but anything beyond that (particularly things like models or tests) is not a good idea for a standard library. Once you hit even something simple like a linear regression you have issues of how to represent missing or discrete variables, handling colinearity, or whether to do online or batch modes which can give different results. Tests in particular are fraught because if you're going to make them available for general consumption they need a good explanation of when they're appropriate, which is basically a semester course in statistics and well out of scope for standard library docs.

Basically, the idea of "batteries included" should also mean that if something looks like you can put a D-cell in there, you're unlikely to blow your arm off.