  We investigated the probability distribution of the thermal neutron capture
cross section ($\sigma_{th}$) deduced stochastically with the resonance
parameters randomly sampled from Wigner and Porter-Thomas distributions. We
found that the typical probability distribution has an asymmetric shape. While
there is a long tail on the large $\sigma_{th}$ side due to a resonance
happening to be close to the thermal energy, the multi-resonance contribution
considerably reduces the probability on the small $\sigma_{th}$ side. We also
found that the probability distributions have a similar shape if nuclei have an
average resonance spacing sufficiently larger than an average radiation width.
We compared the typical probability distribution with the distribution of the
experimental values of 193 nuclei, and found a good agreement between them.
