SOFA Statistics installs successfully on at least 3 flavours of Linux - Ubuntu/Debian (via the deb), Fedora, and openSUSE.  It probably works on many more as long as the distro has the required packages available such as wxPython and matplotlib.

See http://www.sofastatistics.com/wiki/doku.php?id=help:linux_installation&#packages_required_dependencies

Step 1 - use your package manager to install the required packages SOFA relies upon:

Here is a list for 3 distros - your distro may vary in what it calls packages e.g. wxPython vs python-wxgtk:

UPDATE - now using python-psycopg2 instead of python-pygresql

 UPDATE - now using python-psycopg2 instead of python-pygresql

UPDATE - now need some others to enable exporting of images. See Ubuntu details below:

In Ubuntu SOFA now requires:

Depends: python (>= 2.6.2), python-wxversion (>= 2.8.9.2), python-wxgtk2.8 (>= 2.8.9.2), python-numpy (>= 1:1.2.1), python-pysqlite2 (>= 1.0.1), python-mysqldb (>= 1.2.2), python-psycopg2 (>= 2.0), python-matplotlib (>= 0.98.5.2), python-webkit (>= 1.0.0), python-xdg (>= 0.15), wkhtmltopdf (>= 0.9.9), ghostscript (>= 9), pdftk (>= 1.44), python-pypdf (>= 1.12), imagemagick (>= 7:6), python-pythonmagick (>=0.9), python-requests

In Fedora 14 I installed the following successfully for older versions of SOFA - :

    Python was already there
    wxPython-2.8.11… and that brought with it some other packages needed.
    numpy-1:1.4.1…
    python-sqlite2-1:2.3.5…
    MySQL-python-1.2.3…
    PyGreSQL-3.8.1… (presumably needs to change to python-psycopg2 or openSUSE equivalent)
    python-xdg-0.15… (or a higher number e.g. 0.19 - not actually included in my tests but needed from SOFA 1.1.5 onwards)
    python-matplotlib-1.0.0…
    for more recent versions of fedora you will need to separately install python-matplotlib-wx (otherwise you get a message about “No module named backend_wxagg”)
    not sure what I did about python-webkit
    You'll need to figure out wkhtmltopdf, ghostscript, pdftk, python-pypdf, imagemagick, and python-pythonmagick. Please report back if you succeed so others can benefit.

A friend using Fedora 17 needed

    pywebkitgtk
    python-matplotlib-wx

In openSUSE 11.3 I installed the following successfully AFTER I had added the community devel:languages:python and education repositories:

    python-wxGTK 2.8.10.1…
    python-numpy (NB to upgrade the existing version 1.3… to the later education repo version 1.5… - see Python matplolib on openSUSE)
    python-mysql 1.2.2-90.1
    PyGreSQL 3.8.1… (presumably needs to change to python-psycopg2 or openSUSE equivalent)
    python-matplotlib 1.0.0…
    python-xdg-0.19… (or a higher number - not actually included in my tests but needed from SOFA 1.1.5 onwards)
    python-sqlite2 2.6.0…
    python-webkit (upgraded)
    python-webkitgtk 1.1.8… (to avoid error about backend_wxagg module being missing)
    You'll need to figure out wkhtmltopdf, ghostscript, pdftk, python-pypdf, imagemagick, and python-pythonmagick. Please report back if you succeed so others can benefit.

I expect in other major distros there is a similar process of finding packages that seem right, trying, and adding more if necessary. It certainly should be possible to get SOFA working on the major distros. 
Step 2 - run INSTALL.sh as root or superuser.  This script puts files into the /usr/share/sofastats folder and a shell script into /usr/bin.

e.g. 
su root
bash INSTALL.sh

or sudo bash INSTALL.sh

Step 3 - launch SOFA Statistics by typing sofastats into terminal (don't do this step as root or superuser)

Step 4 - adding any required packages you forgot according to the messages SOFA Statistics provides ;-)

