A categorical distribution is a probability distribution that describes the likelihood of different outcomes in a scenario where there are multiple distinct categories. Each category has a specific probability associated with it, and the sum of all probabilities equals one. This distribution is commonly used in situations where the outcomes are discrete, such as rolling a die or choosing a color from a set of options. In a categorical distribution, each category can be thought of as a unique label, and the probabilities indicate how likely each label is to occur. For example, if you have three categories—red, blue, and green—the distribution might assign a probability of 0.5 to red, 0.3 to blue, and 0.2 to green. This means red is the most likely outcome, while green is the least likely.