LaplaceDistribution[\[Mu], \[Beta]] represents a Laplace double-exponential distribution with mean \[Mu] and scale parameter \[Beta].

NegativeBinomialDistribution[n, p] represents a negative binomial distribution with parameters n and p.

SkellamDistribution[\[Mu]_1, \[Mu]_2] represents a Skellam distribution with shape parameters \[Mu]_1 and \[Mu]_2.

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 ...

EstimatedDistribution[data, dist] estimates the parametric distribution dist from data.EstimatedDistribution[data, dist, {{p, p_0}, {q, q_0}, ...}] estimates the parameters ...

MarginalDistribution[dist, k] represents a univariate marginal distribution of the k\[Null]^th coordinate from the multivariate distribution dist.MarginalDistribution[dist, ...

OrderDistribution[{dist, n}, k] represents the k\[Null]^th-order statistics distribution for n observations from the distribution dist.OrderDistribution[{dist, n}, {k_1, k_2, ...

DavisDistribution[b, n, \[Mu]] represents a Davis distribution with scale parameter b, shape parameter n, and location parameter \[Mu].

HotellingTSquareDistribution[p, m] represents Hotelling's T^2 distribution with dimensionality parameter p and m degrees of freedom.

MixtureDistribution[{w_1, ..., w_n}, {dist_1, ..., dist_n}] represents a mixture distribution whose CDF is given as a sum of the CDFs of the component distributions dist_i, ...