NoncentralChiSquareDistribution[\[Nu], \[Lambda]] represents a noncentral \[Chi]^2 distribution with \[Nu] degrees of freedom and noncentrality parameter \[Lambda].
NoncentralStudentTDistribution[\[Nu], \[Delta]] represents a noncentral Student t distribution with \[Nu] degrees of freedom and noncentrality parameter \[Delta].
PascalDistribution[n, p] represents a Pascal distribution with parameters n and p.
SkewNormalDistribution[\[Mu], \[Sigma], \[Alpha]] represents a skew-normal distribution with shape parameter \[Alpha], location parameter \[Mu], and scale parameter \[Sigma].
JohnsonDistribution["SB", \[Gamma], \[Delta], \[Mu], \[Sigma]] represents a bounded Johnson distribution with shape parameters \[Gamma], \[Delta], location parameter \[Mu], ...
UniformDistribution[{min, max}] represents a continuous uniform statistical distribution giving values between min and max. UniformDistribution[] represents a uniform ...
GammaDistribution[\[Alpha], \[Beta]] represents a gamma distribution with shape parameter \[Alpha] and scale parameter \[Beta].GammaDistribution[\[Alpha], \[Beta], \[Gamma], ...
CensoredDistribution[{x_min, x_max}, dist] represents the distribution of values that come from dist and are censored to be between x_min and ...
BetaDistribution[\[Alpha], \[Beta]] represents a continuous beta distribution with shape parameters \[Alpha] and \[Beta].
EmpiricalDistribution[{x_1, x_2, ...}] represents an empirical distribution based on the data values x_i.EmpiricalDistribution[{{x_1, y_1, ...}, {x_2, y_2, ...}, ...}] ...