A number of functions operate with Mathematica's set of distributions e.g.
Through[{Mean, StandardDeviation, Variance}[UniformDistribution[{umin,umax}]]]
which returns the correct result
{(umax + umin)/2, (umax - umin)/(2 Sqrt[3]), 1/12 (umax - umin)^2}
However, when I add two continuous distributions, thus creating a kind of annular distribution, it will not be evaluated.
Through[{Mean, StandardDeviation, Variance}[
UniformDistribution[{umin, umax}] -
UniformDistribution[{\[Epsilon] umin, \[Epsilon] umax}]]]
I think I had a very good look at the Mathematica documentation but I simply could not find any indication of how to define "my own distribution".
Please note, that I know how to handle such functions, iei.e., how to calculate the Mean
... The issue of this question is, are there ways in Mathematica, I have missed, that allow me to use Mathematica's functionality on distributions with my distributions I have defined using Mathematica's distributions.