A probability distribution is a mathematical function that describes how likely different outcomes are in a random experiment. It shows the probabilities of all possible values of a random variable, helping us understand the likelihood of various results. For example, in a coin toss, the probability distribution indicates that there is a 50% chance of getting heads and a 50% chance of getting tails. There are two main types of probability distributions: discrete and continuous. Discrete distributions deal with countable outcomes, like rolling a die, while continuous distributions apply to outcomes that can take any value within a range, such as measuring height or weight.