BetaDistribution[\[Alpha], \[Beta]] represents a continuous beta distribution with shape parameters \[Alpha] and \[Beta].
GumbelDistribution[\[Alpha], \[Beta]] represents a Gumbel distribution with location parameter \[Alpha] and scale parameter \[Beta].
LogisticDistribution[\[Mu], \[Beta]] represents a logistic distribution with mean \[Mu] and scale parameter \[Beta].
NoncentralChiSquareDistribution[\[Nu], \[Lambda]] represents a noncentral \[Chi]^2 distribution with \[Nu] degrees of freedom and noncentrality parameter \[Lambda].
UniformSumDistribution[n] represents the distribution of a sum of n random variables uniformly distributed from 0 to 1.UniformSumDistribution[n, {min, max}] represents the ...
Mathematica 8 adds major new areas, including probability and statistics, graphs and networks, computational finance, control systems, wavelet analysis, and group theory. ...
CumulantGeneratingFunction[dist, t] gives the cumulant generating function for the symbolic distribution dist as a function of the variable t. ...
JohnsonDistribution["SB", \[Gamma], \[Delta], \[Mu], \[Sigma]] represents a bounded Johnson distribution with shape parameters \[Gamma], \[Delta], location parameter \[Mu], ...
ArcSinDistribution[{x min, x max}] represents the arc sine distribution supported between x min and x max.
LevyDistribution[\[Mu], \[Sigma]] represents a Lévy distribution with location parameter \[Mu] and dispersion parameter \[Sigma].