ProbabilityDistribution[pdf, {x, x_min, x_max}] represents the continuous distribution with PDF pdf in the variable x where the pdf is taken to be zero for x < x_min and x > ...
ExponentialPowerDistribution[\[Kappa], \[Mu], \[Sigma]] represents an exponential power distribution with shape parameter \[Kappa], location parameter \[Mu], and scale ...
NakagamiDistribution[\[Mu], \[Omega]] represents a Nakagami distribution with shape parameter \[Mu] and spread parameter \[Omega].
Expectation[expr, x \[Distributed] dist] gives the expectation of expr under the assumption that x follows the probability distribution dist. Expectation[expr, x ...
MultinormalDistribution[\[Mu], \[CapitalSigma]] represents a multivariate normal (Gaussian) distribution with mean vector \[Mu] and covariance matrix \[CapitalSigma].
HyperbolicDistribution[\[Alpha], \[Beta], \[Delta], \[Mu]] represents a hyperbolic distribution with location parameter \[Mu], scale parameter \[Delta], shape parameter ...
LandauDistribution[\[Mu], \[Sigma]] represents a Landau distribution with location parameter \[Mu] and scale parameter \[Sigma].
StableDistribution[type, \[Alpha], \[Beta], \[Mu], \[Sigma]] represents the stable distribution S_type with index of stability \[Alpha], skewness parameter \[Beta], location ...
BeniniDistribution[\[Alpha], \[Beta], \[Sigma]] represents a Benini distribution with shape parameters \[Alpha] and \[Beta] and scale parameter \[Sigma].
BirnbaumSaundersDistribution[\[Alpha], \[Lambda]] represents the Birnbaum\[Dash]Saunders distribution with shape parameter \[Alpha] and scale parameter \[Lambda].