This is documentation for Mathematica 6, which was
based on an earlier version of the Wolfram Language.
View current documentation (Version 11.1)
Statistical Distributions
Mathematica supports all standard statistical distributions, giving access to both numerical and exact symbolic results. Mathematica's symbolic character makes it possible to represent statistical distributions in a convenient symbolic form that can immediately be combined and manipulated.
PDF, CDF probability density function, cumulative density function
Mean  ▪ Variance  ▪ Quantile  ▪ Skewness  ▪ Kurtosis  ▪ ...
ExpectedValue expected value of any quantity
Samples from Distributions