Uncertainty is an inseparable part of all types of measurement. Recently, the International Organization for Standardization (ISO) released a new standard (ISO 20914) on how to calculate measurement uncertainty (MU) in laboratory medicine. This standard can be regarded as the beginning of a new era in laboratory medicine. Measurement uncertainty comprises various components and is used to calculate the total uncertainty. All components must be expressed in standard deviation (SD) and then combined. However, the characteristics of these components are not the same; some are expressed as SD, while others are expressed as a ± b, such as the purity of the reagents. All non-SD variables must be transformed into SD, which requires a detailed knowledge of common statistical distributions used in the calculation of MU. Here, the main statistical distributions used in MU calculation are briefly summarized.