empirical distribution

For example, the heights of humans will fit the normal (Gaussian) probability distribution.

This is not always the case. Sometimes the observations in a collected data sample do not fit any known probability distribution and cannot be easily forced into an existing distribution by data transforms or parameterization of the distribution function.

Instead, an empirical probability distribution must be used.

There are two main types of probability distribution functions we may need to sample; they are:

Probability Density Function (PDF).
Cumulative Distribution Function (CDF).
The PDF returns the expected probability for observing a value. For discrete data, the PDF is referred to as a Probability Mass Function (PMF). The CDF returns the expected probability for observing a value less than or equal to a given value.