Statistical distributions can be used to describe a number of real-world occurrences. Numerous academics have thoroughly examined their theory and developed new distributions as a result of the usefulness of statistical distributions. There continues to be a strong drive in probability theory and statistics to develop probability distributions that are more adaptable and powerful. In this study, we introduce the Nelly distribution a brand-new probability distribution and develop suitable expressions for its statistical characteristics.

Keywords : Nelly Distribution, Moment Generating Function, Characteristics Function, Probability Density Function