What's a Distribution, Anyway?¶
Statistics people often talk about distributions, like a normal distribution. Here's what they mean: suppose you could see all of the instances of the thing you're trying to study. What kind of pattern would their values have? That's the distribution.
For example, suppose you expect that most of the values of the thing you care about will be clustered around some average value. IQ is a good example: most IQs in the population are around 100, and then as values get further away from 100 in either direction, the fraction of the total number of instances that takes that range of values gets smaller. There are lots of folks with an IQ between 85 and 115, fewer between 70 and 85 on one side, and 115 and 130, many fewer between 55 and 70 or 130 and 145, and a (proportionally) truly tiny number between 40-55 or 145-160.