Distributions

Averill M. Law and Associates
Simulation products and services, providing the ExpertFit statistical package, simulation training, and simulation consulting.
http://www.averill-law.com/

EasyFit
Probability distribution fitting software for Windows which supports both classical and advanced distributions, goodness of fit tests and high-quality graphs.
http://www.mathwave.com

ESBPDF Analysis
Provides everything needed for using Discrete and Continuous Probability Distributions in a single application, handling all the Probability Combinations for you with Graphing and info. Designed for Windows - optimised for Windows XP.
http://www.esbconsult.com/esbpdf/

ScaleTrans
Windows application for the transformation and visualization of psychodiagnostic scale values and values of empirical scales. User-defined scales, probability calculator, visualization, im-/export, conversion tables.
http://www.otwesten.de/

SLGallery : Program for probability distributions
SLGallery is a reference program for probability distributions. The program allows you to build statistical distribution graphs and calculate the values of their characteristics depending on the specified distribution parameters.
http://www.stochastic-lab.com/slgallery.html

StatCalc
PC calculator that computes table values and other statistics of 34 probability distributions; includes some nonparametric and bivariate normal distribution.
http://www.ucs.louisiana.edu/~kxk4695/StatCalc.htm