TransformedDistribution[expr, x \[Distributed] dist] represents the transformed distribution of expr where the random variable x follows the distribution ...
RandomVariate[dist] gives a pseudorandom variate from the symbolic distribution dist.RandomVariate[dist, n] gives a list of n pseudorandom variates from the symbolic ...
DirichletDistribution[{\[Alpha]_1, ..., \[Alpha] k +1}] represents a Dirichlet distribution of dimension k with shape parameters \[Alpha]_i.
Exp
(Built-in Mathematica Symbol) Exp[z] gives the exponential of z.
CurrentValue[item] gives the current value of item at a location in the Mathematica system and interface. CurrentValue[{item, spec}] gives the current value for the feature ...
DaubechiesWavelet[] represents a Daubechies wavelet of order 2. DaubechiesWavelet[n] represents a Daubechies wavelet of order n.
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 ...
ProductDistribution[dist_1, dist_2, ...] represents the joint distribution with independent component distributions dist_1, dist_2, ....
CopulaDistribution[ker, {dist_1, dist_2, ...}] represents a copula distribution with kernel distribution ker and marginal distributions dist_1, dist_2, ....
Heavy tail means that there is a larger probability of getting very large values. So heavy tail distributions typically represent wild as opposed to mild randomness. An ...