This document provides an overview of probability and probability distributions. It defines probability as the chances of an event occurring among possible outcomes. It discusses discrete and continuous random variables, and how discrete probability distributions list each possible value and its probability, with the probabilities summing to 1. Normal distributions are introduced as the most important continuous probability distribution, with a bell-shaped, symmetric curve defined by a mean and approaching but not touching the x-axis. Examples are given of constructing discrete probability distributions from frequency data.