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We briefly review the use of the order parameter probability distribution function as a useful tool to obtain the critical properties of statistical mechanical models using computer Monte Carlo simulations. Some simple discrete spin magnetic systems on a lattice, such as Ising, general spin- Blume-Capel and Baxter-Wu, -state Potts, among other models, will be considered as examples. The importance and the necessity of the role of mixing fields in asymmetric magnetic models will be discussed in more detail, as well as the corresponding distributions of the extensive conjugate variables.

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