FisherZDistribution[n, m] represents a Fisher z distribution with n numerator and m denominator degrees of freedom.
LogSeriesDistribution[\[Theta]] represents a logarithmic series distribution with parameter \[Theta].
MoyalDistribution[\[Mu], \[Sigma]] represents a Moyal distribution with location parameter \[Mu] and scale parameter \[Sigma].
PoissonConsulDistribution[\[Mu], \[Lambda]] represents a Poisson\[Dash]Consul distribution with parameters \[Mu] and \[Lambda].
PowerDistribution[k, a] represents a power distribution with domain parameter k and shape parameter a.
JohnsonDistribution["SB", \[Gamma], \[Delta], \[Mu], \[Sigma]] represents a bounded Johnson distribution with shape parameters \[Gamma], \[Delta], location parameter \[Mu], ...
BetaDistribution[\[Alpha], \[Beta]] represents a continuous beta distribution with shape parameters \[Alpha] and \[Beta].
GompertzMakehamDistribution[\[Lambda], \[Xi]] represents a Gompertz distribution with scale parameter \[Lambda] and frailty parameter ...
ExtremeValueDistribution[\[Alpha], \[Beta]] represents an extreme value distribution with location parameter \[Alpha] and scale parameter \[Beta].
SkewNormalDistribution[\[Mu], \[Sigma], \[Alpha]] represents a skew-normal distribution with shape parameter \[Alpha], location parameter \[Mu], and scale parameter \[Sigma].