The particle number, energy, and volume probability distributions in the canonical, isothermalisobaric, grand canonical, and isobaric-isenthalpic ensembles are investigated. In particular, we consider Gaussian and non-Gaussian behavior and formulate the results in terms of a single expression valid for all the ensembles employing common, experimentally accessible, thermodynamic derivatives. This is achieved using Fluctuation Solution Theory to help manipulate derivatives of the entropy. The properties of the distributions are then investigated using available equations of state for fluid water and argon. Purely Gaussian behavior is not observed for any of the state points considered here. A set of simple measures, involving thermodynamic derivatives, indicating non-Gaussian behavior is proposed. A general expression, valid in the high temperature limit, for small energy fluctuations in the canonical ensemble is provided. Published by AIP Publishing. [http://dx