KernelMixtureDistribution[{x_1, x_2, ...}] represents a kernel mixture distribution based on the data values x_i.KernelMixtureDistribution[{{x_1, y_1, ...}, {x_2, y_2, ...}, ...
GompertzMakehamDistribution[\[Lambda], \[Xi]] represents a Gompertz distribution with scale parameter \[Lambda] and frailty parameter ...
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 ...
ExponentialDistribution[\[Lambda]] represents an exponential distribution with scale inversely proportional to parameter \[Lambda].
HyperbolicDistribution[\[Alpha], \[Beta], \[Delta], \[Mu]] represents a hyperbolic distribution with location parameter \[Mu], scale parameter \[Delta], shape parameter ...
BetaBinomialDistribution[\[Alpha], \[Beta], n] represents a beta binomial mixture distribution with beta distribution parameters \[Alpha] and \[Beta], and n binomial trials.
ExtremeValueDistribution[\[Alpha], \[Beta]] represents an extreme value distribution with location parameter \[Alpha] and scale parameter \[Beta].
GumbelDistribution[\[Alpha], \[Beta]] represents a Gumbel distribution with location parameter \[Alpha] and scale parameter \[Beta].
NegativeBinomialDistribution[n, p] represents a negative binomial distribution with parameters n and p.
PascalDistribution[n, p] represents a Pascal distribution with parameters n and p.