A probability distribution describes a special universe, a set of real numbers (see AnaLysis?) and how probability is distributed among them to determine a random variable. For every random variable, there is a function called the cumulative distribution function which provides the probability that a given value is not exceeded by the random variable. Several probability distributions are so important that they have been given specific names, the NormalDistribution, the BinomialDistribution, the PoissonDistribution? are just three of them.
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