On the right-hand side of the dialog box, there is a picture illustrating the chosen distribution. When you change the distribution by using the “Distrib.” popup menu, the picture changes accordingly.

The purpose of this picture is to assist you in choosing the right distribution. Notice also that the picture contains a brief explanation of the parameters. Since the distributions interpret the parameters differently, it is important to check that the parameter values you specify, matches the interpretation used by the chosen distribution.