The article discusses four important distributions in statistics: the multivariate normal distribution, chi-square distribution, t-distribution, and F-distribution. These distributions are key for statistical models based on the normal distribution assumption. The chi-square distribution represents the sum of squared independent standard normal random variables. The t-distribution is the ratio of a standard normal variable to the square root of an independent chi-square variable. The F-distribution, named after Ronald Fisher, is the ratio of two independent chi-square distributions.