Distribution
The distribution of a variable is a description of the relative numbers of times each possible outcome will occur in anumber of trials. The function describing the distribution is called the Probability Function, and the functiondescribing the probability that a given value or any value smaller than it will occur is called the DistributionFunction.
Formally, a distribution can be defined as a normalized Measure, and the distribution of a Random Variable 
is the Measure 
on 
defined by setting
where
is a Probability Space, 
is a Measurable Space, and 
a Measure on 
with 
.See also Continuous Distribution, Discrete Distribution, Distribution Function, Measurable Space,Measure, Probability, Probability Density Function, Random Variable, Statistics
References
Doob, J. L. ``The Development of Rigor in Mathematical Probability (1900-1950).'' Amer. Math. Monthly 103, 586-595, 1996.