Probability distribution is a term from mathematics. Suppose there are many events with random outcomes. A probability distribution is the theoretical counterpart to the frequency distribution. A frequency distribution simply shows how many times a certain event occurred. A probability distribution says how many times it "should" have occurred in the long run (that is, its probability). The probability distribution of a random variable formula_1 is often written as formula_2 (or simply formula_3). Such a distribution can either be discrete, taking a discrete (or countable) amount of values, or continuous, taking an uncountable amount of values (as from a continuous interval).
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