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 that a random variable can take. For example, when rolling a die, the probability distribution tells us that each number from 1 to 6 has an equal chance of appearing, which is 1/6. There are two main types of probability distributions: discrete and continuous. Discrete distributions deal with countable outcomes, like the number of heads in a series of coin flips. Continuous distributions, on the other hand, handle outcomes that can take any value within a range, such as the height of individuals in a population.