This document discusses probability distributions and provides an overview of the types of distributions and functions supported in the Statistics and Machine Learning Toolbox. It describes probability distributions as identifying the probability of values a random variable can take. It lists several common distributions like the binomial, normal, and lognormal distributions. It then summarizes the different types of functions available for parametric estimation, nonparametric estimation, inverse cumulative distribution functions, distribution statistics, distribution fitting, negative log-likelihood, and random number generation.