Usage of probability distributions

Probability distributions can be of type discrete or of type continuous, depending on whether you want to define probabilities for discrete variables or for continuous variables.

You can use probability distributions in either of the following ways:

By using a discrete distribution, you can define the probability of occurrence of each value of a discrete random variable. A discrete random variable is a random variable that has only countable values, for example, a list of non-negative integers.
By using a continuous distribution, you can define the probabilities of the possible values of a continuous random variable. A continuous random variable is a random variable that has a set of possible infinite and uncountable values.