Probability Distribution is a mathematical description of the probabilities of events, subsets of the sample space.
Wikipedia Link: https://en.wikipedia.org/wiki/Probability_distribution
The sample space, often represented in notation by , is the set of all possible outcomes of a random phenomenon being observed. It may be any set: a set of real numbers, a set of descriptive labels, a set of vectors, a set of arbitrary non-numerical values, etc. For example, the sample space of a coin flip could be = {“heads”, “tails”}