CensoredDistribution[{x_min, x_max}, dist] represents the distribution of values that come from dist and are censored to be between x_min and ...

Likelihood[dist, {x_1, x_2, ...}] gives the likelihood function for observations x_1, x_2, ... from the distribution dist.

ParameterMixtureDistribution[dist[\[Theta]], \[Theta] \[Distributed] wdist] represents a parameter mixture distribution where the parameter \[Theta] is distributed according ...

LogGammaDistribution[\[Alpha], \[Beta], \[Mu]] represents a log-gamma distribution with shape parameters \[Alpha] and \[Beta] and location parameter \[Mu].

ProductDistribution[dist_1, dist_2, ...] represents the joint distribution with independent component distributions dist_1, dist_2, ....

 

CauchyDistribution[a, b] represents a Cauchy distribution with location parameter a and scale parameter b.

LevyDistribution[\[Mu], \[Sigma]] represents a Lévy distribution with location parameter \[Mu] and dispersion parameter \[Sigma].

InverseSurvivalFunction[dist, q] gives the inverse of the survival function for the symbolic distribution dist as a function of the variable q.

DagumDistribution[p, a, b] represents a Dagum distribution with shape parameters p and a and scale parameter b.