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 > ...
SurvivalFunction[dist, x] gives the survival function for the symbolic distribution dist evaluated at x.SurvivalFunction[dist, {x_1, x_2, ...}] gives the multivariate ...
PERTDistribution[{min, max}, c] represents a PERT distribution with range min to max and maximum at c.PERTDistribution[{min, max}, c, \[Lambda]] represents a modified PERT ...
ParameterEstimator is an option to EstimatedDistribution and FindDistributionParameters that specifies what parameter estimator to use.
CensoredDistribution[{x_min, x_max}, dist] represents the distribution of values that come from dist and are censored to be between x_min and ...
TruncatedDistribution[{x_min, x_max}, dist] represents the distribution obtained by truncating the values of dist to lie between x_min and ...
VonMisesDistribution[\[Mu], \[Kappa]] represents a von Mises distribution with mean \[Mu] and concentration \[Kappa].
PDF
(Built-in Mathematica Symbol) PDF[dist, x] gives the probability density function for the symbolic distribution dist evaluated at x.PDF[dist, {x_1, x_2, ...}] gives the multivariate probability density ...
GompertzMakehamDistribution[\[Lambda], \[Xi]] represents a Gompertz distribution with scale parameter \[Lambda] and frailty parameter ...
Conditioned[expr, cond] or expr \[Conditioned] cond represents expr conditioned by the predicate cond.