LaplaceDistribution[\[Mu], \[Beta]] represents a Laplace double-exponential distribution with mean \[Mu] and scale parameter \[Beta].
StudentTDistribution[\[Nu]] represents a Student t distribution with \[Nu] degrees of freedom.StudentTDistribution[\[Mu], \[Sigma], \[Nu]] represents a Student t distribution ...
TriangularDistribution[{min, max}] represents a symmetric triangular statistical distribution giving values between min and max. TriangularDistribution[{min, max}, c] ...
BetaDistribution[\[Alpha], \[Beta]] represents a continuous beta distribution with shape parameters \[Alpha] and \[Beta].
MaxwellDistribution[\[Sigma]] represents a Maxwell distribution with scale parameter \[Sigma].
LogisticDistribution[\[Mu], \[Beta]] represents a logistic distribution with mean \[Mu] and scale parameter \[Beta].
FRatioDistribution[n, m] represents an F-ratio distribution with n numerator and m denominator degrees of freedom.
ExponentialDistribution[\[Lambda]] represents an exponential distribution with scale inversely proportional to parameter \[Lambda].
PoissonDistribution[\[Mu]] represents a Poisson distribution with mean \[Mu].
BernoulliDistribution[p] represents a Bernoulli distribution with probability parameter p.