Can anyone offer me lecture material on creating new statistical distributions in R and estimating their parameters?

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Maj Hansen

Hi, maybe Andy Field's book "Discovering statistics using R" could help you in this matte.

Suleman Nasiru

Thank you.

Lauri Mehtätalo

You might also check my lecture notes at http://cs.uef.fi/~lamehtat/documents/lecture_notes.pdf. Probably the chapters on random variables and tree size distributions could be useful.

I am currently preparing a textbook with Juha Lappi to Chapman & Hall / CRC Press based on that material.