To give it its full name, The Ultimate Univariate Probability Distribution Explorer is one of the (**free**) tools released recently by Wolfram Research for use with their (**free**) CDF viewer.
First, what's CDF? This stands for "Computable Document Format", and I suggest you read my earlier posts on it, here and here. You can download the player using this link.
A post on the Wolfram blog alerted me to the availability of The Ultimate Univariate Probability Distribution Explorer, which is a CDF utility that you can download from here.
You can use this utility to explore the various properties of 500 univariate probability distributions.