The normal distribution, often called the "bell curve"

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 \displaystyle{ X } is often written as \displaystyle{ f_X(x) } (or simply \displaystyle{ f(x) }). 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).