In this work, the wind speed probability distribution is estimated for Burla location in the state of Odisha in the east coast of India. For this purpose, 10 min averaged wind speed data collected over one year period at Burla is utilized. Specifically, Weibull, Gamma, Lognormal, Inverse Gaussian distributions; mixture distributions such as Weibull-Weibull, Gamma-Weibull, Normal-Weibull, and Normal-Normal are examined to evaluate their suitability to represent the measured wind speed. The non-parametric kernel density method is also used to represent the measured wind speed wherever the parametric distributions are not suitable. Chi-square test and Kolmogorov-Smirnov goodness-of-fit tests are used to evaluate the suitability of each of the above distributions.