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It is the integral (or sum) of the joint probability distribution function of the two events, integrated over the domain in which the condition is met.
Yes. When we refer to the normal distribution, we are referring to a probability distribution. When we specify the equation of a continuous distribution, such as the normal distribution, we refer to the equation as a probability density function.
The statement is true that a sampling distribution is a probability distribution for a statistic.
No, it is the name given to the Gaussian distribution.
The exponential distribution and the Poisson distribution.