The present work is devoted to extracting the energy or enthalpy distribution function of a physical system from the moments of the distribution using the maximum entropy method. This distribution theory has the salient traits that it utilizes only the experimental thermodynamic data. The calculated distribution functions provide invaluable insight into the state or phase behavior of the physical systems under study. As concrete evidence, we demonstrate the elegance of the distribution theory by studying first a test case of a two-dimensional six-state Potts model for which simulation results are available for comparison, then the biphasic behavior of the binary alloy Na-K whose excess heat capacity, experimentally observed to fall in a narrow temperature range, has yet to be clarified theoretically, and finally, the thermally induced state behavior of a collection of 16 proteins.