ProbabilityDistribution
ProbabilityDistribution[pdf,{x,xmin,xmax}] represents the continuous distribution with PDF pdf in the variable x where the pdf is taken to be zero for x<xmin and x>xmax.
ProbabilityDistribution[pdf,{x,xmin,xmax,1}] represents the discrete distribution with PDF pdf in the variable x where the pdf is taken to be zero for x<xmin and x>xmax.
ProbabilityDistribution[pdf,{x,…},{y,…},…] represents a multivariate distribution with PDF pdf in the variables x, y, …, etc.
ProbabilityDistribution[{"CDF",cdf},…] represents a probability distribution with CDF given by cdf.
ProbabilityDistribution[{"SF",sf},…] represents a probability distribution with survival function given by sf.
ProbabilityDistribution[{"HF",hf},…] represents a probability distribution with hazard function given by hf.
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