To add the custom functions to your MySQL server use the following syntax:
(you may install only the functions you need):

CREATE AGGREGATE FUNCTION median RETURNS REAL SONAME 'udf_median.so';
CREATE AGGREGATE FUNCTION correlation RETURNS REAL SONAME 'udf_correlation.so';
CREATE AGGREGATE FUNCTION intercept RETURNS REAL SONAME 'udf_intercept.so';
CREATE AGGREGATE FUNCTION slope RETURNS REAL SONAME 'udf_slope.so';
CREATE AGGREGATE FUNCTION skewness RETURNS REAL SONAME 'udf_skewness.so';
CREATE AGGREGATE FUNCTION kurtosis RETURNS REAL SONAME 'udf_kurtosis.so';
CREATE FUNCTION confidence_higher RETURNS REAL SONAME 'udf_confidence_higher.so';
CREATE FUNCTION confidence_lower RETURNS REAL SONAME 'udf_confidence_lower.so';
CREATE FUNCTION stdnorm_density RETURNS REAL SONAME 'udf_stdnorm_density.so';
CREATE FUNCTION stdnorm_dist RETURNS REAL SONAME 'udf_stdnorm_dist.so';
CREATE AGGREGATE FUNCTION geomean RETURNS REAL SONAME 'udf_geomean.so';
CREATE AGGREGATE FUNCTION weightedavg RETURNS REAL SONAME 'udf_weightedavg.so';
CREATE FUNCTION noverm RETURNS INTEGER SONAME 'udf_noverm.so';
CREATE FUNCTION faculty RETURNS REAL SONAME 'udf_faculty.so';
CREATE AGGREGATE FUNCTION COLWIDTH RETURNS INTEGER SONAME 'udf_colwidth.so';
CREATE AGGREGATE FUNCTION LONGEST RETURNS STRING SONAME 'udf_longest.so';

Example for deinstalling a function:
DROP FUNCTION median;

For function descriptions, see the following webpage:
http://mysql-udf.sourceforge.net/