HypergeometricDistribution[n, n_succ, n_tot] represents a hypergeometric distribution.
RayleighDistribution[\[Sigma]] represents the Rayleigh distribution with scale parameter \[Sigma].
ChiDistribution[\[Nu]] represents a \[Chi] distribution with \[Nu] degrees of freedom.
HalfNormalDistribution[\[Theta]] represents a half-normal distribution with scale inversely proportional to parameter \[Theta].
MaxwellDistribution[\[Sigma]] represents a Maxwell distribution with scale parameter \[Sigma].
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 ...
SmoothKernelDistribution[{x_1, x_2, ...}] represents a smooth kernel distribution based on the data values x_i.SmoothKernelDistribution[{{x_1, y_1, ...}, {x_2, y_2, ...}, ...
LogNormalDistribution[\[Mu], \[Sigma]] represents a lognormal distribution derived from a normal distribution with mean \[Mu] and standard deviation \[Sigma].
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 ...
NoncentralBetaDistribution[\[Alpha], \[Beta], \[Delta]] represents a noncentral beta distribution with shape parameters \[Alpha], \[Beta] and noncentrality parameter \[Delta].