BinormalDistribution[{\[Mu]_1, \[Mu]_2}, {\[Sigma]_1, \[Sigma]_\ 2}, \[Rho]] represents a bivariate normal distribution with mean {\[Mu]_1, \[Mu]_2} and covariance matrix ...
NormalDistribution[\[Mu], \[Sigma]] represents a normal (Gaussian) distribution with mean \[Mu] and standard deviation \[Sigma].NormalDistribution[] represents a normal ...
OrderDistribution[{dist, n}, k] represents the k\[Null]^th-order statistics distribution for n observations from the distribution dist.OrderDistribution[{dist, n}, {k_1, k_2, ...
MixtureDistribution[{w_1, ..., w_n}, {dist_1, ..., dist_n}] represents a mixture distribution whose CDF is given as a sum of the CDFs of the component distributions dist_i, ...
TransformedDistribution[expr, x \[Distributed] dist] represents the transformed distribution of expr where the random variable x follows the distribution ...
DirichletDistribution[{\[Alpha]_1, ..., \[Alpha] k +1}] represents a Dirichlet distribution of dimension k with shape parameters \[Alpha]_i.
BetaDistribution[\[Alpha], \[Beta]] represents a continuous beta distribution with shape parameters \[Alpha] and \[Beta].
ZipfDistribution[\[Rho]] represents a zeta distribution with parameter \[Rho].ZipfDistribution[n, \[Rho]] represents a Zipf distribution with range n.
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.