GeneralizedLinearModelFit[{y_1, y_2, ...}, {f_1, f_2, ...}, x] constructs a generalized linear model of the form g -1 (\[Beta]_0 + \[Beta]_1 f_1 + \[Beta]_2 f_2 + ...) that ...

SurvivalDistribution[{e_1, e_2, ...}] represents a survival distribution with event times e_i.SurvivalDistribution[{w_1, w_2, ...} -> {e_1, e_2, ...}] represents a survival ...

Mathematica has over 3000 built-in functions and other objects, all based on a single unified framework, and all carefully designed to work together, both in simple ...

CopulaDistribution[ker, {dist_1, dist_2, ...}] represents a copula distribution with kernel distribution ker and marginal distributions dist_1, dist_2, ....

SmoothKernelDistribution[{x_1, x_2, ...}] represents a smooth kernel distribution based on the data values x_i.SmoothKernelDistribution[{{x_1, y_1, ...}, {x_2, y_2, ...}, ...

As of Version 8, MultinomialDistribution is part of the built-in Mathematica kernel.

As of Version 8.0, ExpectedValue has been superseded by Expectation and NExpectation.