In almost every area where probability and statistics are used there have been found a few parametric distribution families that are known to be good models. The origins vary ...

ArcSinDistribution[{x min, x max}] represents the arc sine distribution supported between x min and x max.

BetaNegativeBinomialDistribution[\[Alpha], \[Beta], n] represents a beta negative binomial mixture distribution with beta distribution parameters \[Alpha] and \[Beta], and n ...

EstimatedDistribution[data, dist] estimates the parametric distribution dist from data.EstimatedDistribution[data, dist, {{p, p_0}, {q, q_0}, ...}] estimates the parameters ...

NoncentralBetaDistribution[\[Alpha], \[Beta], \[Delta]] represents a noncentral beta distribution with shape parameters \[Alpha], \[Beta] and noncentrality parameter \[Delta].

ParameterEstimator is an option to EstimatedDistribution and FindDistributionParameters that specifies what parameter estimator to use.

MomentGeneratingFunction[dist, t] gives the moment generating function for the symbolic distribution dist as a function of the variable t. MomentGeneratingFunction[dist, ...

DirichletDistribution[{\[Alpha]_1, ..., \[Alpha] k +1}] represents a Dirichlet distribution of dimension k with shape parameters \[Alpha]_i.

Functionality in this package has been added to the built-in Mathematica kernel or incorporated into newly created packages. CDF, PDF and CharacteristicFunction are built ...

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