Many probability distributions that are important in theory or applications have been given specific names.

Discrete distributions

With finite support

With infinite support

Absolutely continuous distributions

Supported on a bounded interval

Supported on intervals of length 2π – directional distributions

Supported on semi-infinite intervals, usually [0,∞)

Supported on the whole real line

With variable support

Mixed discrete/continuous distributions

Joint distributions

For any set of independent random variables the probability density function of their joint distribution is the product of their individual density functions.

Two or more random variables on the same sample space

Distributions of matrix-valued random variables

Non-numeric distributions

Miscellaneous distributions