Please: (1) Yes, in probability, distributions are crucial concepts. (2) In practice, for random variables taking real number values, usually can't know the d

Please: (1) Yes, in probability, distributions are crucial concepts. (2) In practice, for random variables taking real number values, usually can't know the distribution. For random variables taking vector values of dimension over, say, three, essentially never can know the distribution. (3) The main approach in practice is to use the classic limit theorems, especially the law of large numbers and the central limit theorem, to let us know at most only a little about the distributions. (4) More generally, we have to work nearly always knowing few or no details about the distributions. Looking at some histograms? For a first-cut, sometimes maybe okay. Looking at pictures of distributions? Nearly useless.