We present a derivation of power law canonical distributions from firstprinciple statistical mechanics, including the exponential distribution as a Itis presented a derivation of power law canonical distributions from firstprinciple statistical mechanics, including the exponential distribution as aparticular case. It is shown that these distributions arise naturally, and thatthe heat capacity of the heat bath is the condition that determines its type.As a consequence, it is given a physical interpretation for the parameter $q$of the generalized entropy.