Given that there are two types of random variables (discrete and continuous), we have two types of distributions:
1. Discrete probability distributions, and
2. Continuous probability distributions (also known as probability density function, or density function, or just density).
Examples of discrete probability distributions include:
Examples of continuous probability distributions include:
Anderson, D.R., D.J. Sweeny, and T.A. Williams (1999): Statistics for Business and Economics. South--Western.
Mood, A.M., F.A. Graybill, and D.C. Boes (1974): Introduction to the Theory of Statistics. Third Edition. McGraw-Hill.