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This paper introduces a new approximate method for probabilistic load flow studies called the Unscented Transforms (UT). The method involves choosing a few selected discrete points to approximate the probability distribution of random functions within the system. Wind speed variation is represented by a 3-parameter Weibull distribution while the wind power generated by the turbine is approximated as a composite distribution comprising truncated Weibull and degenerate distributions. The Cornish-Fisher expansion technique is employed in plotting the output distribution function. A simple 3-bus test system and the IEEE 14-bus test system are used to demonstrate the effectiveness of the UT method by comparing results obtained with those from other methods.