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, ...
SechDistribution[\[Mu], \[Sigma]] represents the hyperbolic secant distribution with location parameter \[Mu] and scale parameter \[Sigma].
InverseChiSquareDistribution[\[Nu]] represents an inverse \[Chi]^2 distribution with \[Nu] degrees of freedom.InverseChiSquareDistribution[\[Nu], \[Xi]] represents a scaled ...
KDistribution[\[Nu], w] represents a K distribution with shape parameters \[Nu] and w.
KumaraswamyDistribution[\[Alpha], \[Beta]] represents a Kumaraswamy distribution with shape parameters \[Alpha] and \[Beta].
JohnsonDistribution["SB", \[Gamma], \[Delta], \[Mu], \[Sigma]] represents a bounded Johnson distribution with shape parameters \[Gamma], \[Delta], location parameter \[Mu], ...
BeniniDistribution[\[Alpha], \[Beta], \[Sigma]] represents a Benini distribution with shape parameters \[Alpha] and \[Beta] and scale parameter \[Sigma].
PolyaAeppliDistribution[\[Theta], p] represents a Polya\[Dash]Aeppli distribution with shape parameters \[Theta] and p.
MultinormalDistribution[\[Mu], \[CapitalSigma]] represents a multivariate normal (Gaussian) distribution with mean vector \[Mu] and covariance matrix \[CapitalSigma].
ProbabilityPlot[list] generates a plot of the CDF of list against the CDF of a normal distribution.ProbabilityPlot[dist] generates a plot of the CDF of the distribution dist ...