The short version
A statistical distribution describes how values of a variable are spread or arranged, showing which values occur and how often they appear in a dataset.
The long version
A statistical distribution is a mathematical and graphical representation of how data values are distributed across the possible range of outcomes. It shows the frequency or probability of each value or group of values occurring in a dataset. Distributions help summarize large amounts of data by revealing patterns such as central tendency (mean, median, mode), variability (range, variance, standard deviation), and shape (symmetry, skewness, or the presence of outliers). Common examples include the normal, uniform, binomial, and Poisson distributions, each used to model different types of real-world phenomena.
Normal Distribution (PDF)
Mean μ = 0, Standard deviation σ = 1