Probability distribution is a fundamental concept in statistics and probability theory that describes how probabilities are assigned to different 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 applying statistical methods in fields such as data science, machine learning, and decision-making processes. Common types of probability distributions include the Bernoulli, Binomial, Normal, and Poisson distributions, each serving unique applications.