In this work, we consider a system of covert communication with the aid of a full-duplex (FD) receiver to enhance the performance in a more realistic scenario, i.e., only the channel distribution information (CDI) rather than channel state information (CSI) is known to a warden. Our work shows that transmitting random AN can improve the covert communication with the infinite blocklength. Specifically, we jointly design the optimal transmit power and AN power by minimizing the outage probability at Bob, and we find that the outage probability decreases and then increases as the maximum allowable AN power increases. Intuitively, once AN exceeds an optimal value, the performance will become worse because of the self-interference. The simulation results also show that the performance behaviors of CDI and CSI are different. When Willie only knows CDI, there is an optimal AN power that minimizes Bob's outage probability. However, when Willie knows CSI, the outage probability monotonically decreases with AN power.