This document provides an introduction to probability and probability distributions for data analysis. It explains that probability, like histograms, can help understand how data is distributed. Probability distributions describe the "easiness" or likelihood that a random variable takes on a particular value, and can be discrete (for a finite number of possible values) or continuous (for infinite possible values). Key probability distributions like the normal distribution are fundamental to many statistical analyses and machine learning techniques. Understanding probability distributions allows expressing data distributions with mathematical formulas parameterized by a few values.