# Probability distribution

**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.

There are different probability distributions. Each of them has its use, its benefits, and its drawbacks.

Common ones are:

- Binomial distribution
- Cauchy distribution
- Chi-square distribution
- Exponential distribution
- Gumbel distribution
- Normal distribution
- Poisson distribution
- Student's t-distribution