BenktanderGibratDistribution[a, b] represents a Benktander distribution of type I with parameters a and b.
BenktanderWeibullDistribution[a, b] represents a Benktander distribution of type II with parameters a and b.
ExponentialPowerDistribution[\[Kappa], \[Mu], \[Sigma]] represents an exponential power distribution with shape parameter \[Kappa], location parameter \[Mu], and scale ...
MaxwellDistribution[\[Sigma]] represents a Maxwell distribution with scale parameter \[Sigma].
DiscreteUniformDistribution[{i_min, i_max}] represents a discrete uniform distribution over the integers from i_min to i_max.DiscreteUniformDistribution[{{i_min, i_max}, ...
LogNormalDistribution[\[Mu], \[Sigma]] represents a lognormal distribution derived from a normal distribution with mean \[Mu] and standard deviation \[Sigma].
JohnsonDistribution["SB", \[Gamma], \[Delta], \[Mu], \[Sigma]] represents a bounded Johnson distribution with shape parameters \[Gamma], \[Delta], location parameter \[Mu], ...
HistogramDistribution[{x_1, x_2, ...}] represents the probability distribution corresponding to a histogram of the data values x_i.HistogramDistribution[{{x_1, y_1, ...}, ...
CensoredDistribution[{x_min, x_max}, dist] represents the distribution of values that come from dist and are censored to be between x_min and ...
GeometricDistribution[p] represents a geometric distribution with probability parameter p.