BernoulliDistribution[p] represents a Bernoulli distribution with probability parameter p.
CauchyDistribution[a, b] represents a Cauchy distribution with location parameter a and scale parameter b.
DavisDistribution[b, n, \[Mu]] represents a Davis distribution with scale parameter b, shape parameter n, and location parameter \[Mu].
FisherZDistribution[n, m] represents a Fisher z distribution with n numerator and m denominator degrees of freedom.
HotellingTSquareDistribution[p, m] represents Hotelling's T^2 distribution with dimensionality parameter p and m degrees of freedom.
KumaraswamyDistribution[\[Alpha], \[Beta]] represents a Kumaraswamy distribution with shape parameters \[Alpha] and \[Beta].
LogGammaDistribution[\[Alpha], \[Beta], \[Mu]] represents a log-gamma distribution with shape parameters \[Alpha] and \[Beta] and location parameter \[Mu].
MoyalDistribution[\[Mu], \[Sigma]] represents a Moyal distribution with location parameter \[Mu] and scale parameter \[Sigma].
PowerDistribution[k, a] represents a power distribution with domain parameter k and shape parameter a.
SechDistribution[\[Mu], \[Sigma]] represents the hyperbolic secant distribution with location parameter \[Mu] and scale parameter \[Sigma].