A probability distribution is a mathematical function that describes the likelihood of different outcomes in a random experiment. It provides a way to visualize how probabilities are assigned to each possible result, helping to understand the behavior of random variables. There are two main types: discrete and continuous distributions. In a discrete probability distribution, outcomes are distinct and countable, such as the roll of a die. In contrast, a continuous probability distribution deals with outcomes that can take any value within a range, like measuring heights. Both types are essential in fields like statistics and data analysis.