Probability distribution is a fundamental concept in statistics and probability theory that describes how probabilities are assigned to different possible outcomes of a random variable. It provides a comprehensive overview of the likelihood of various results occurring, whether for discrete variables, which take on countable values, or continuous variables, which can assume any value within a range. Understanding probability distributions is essential for analyzing data, making predictions, and conducting statistical inference in fields such as data science, machine learning, and finance. Common types of probability distributions include the Bernoulli, Binomial, Normal, and Poisson distributions, each serving unique applications.