aka probability distribution function or probability mass function for discrete random variables

A function defined as $p(x) = P(X=x)$ for a Random variable $X$, where $P$ is the Probability measure of the preimage of $\{x\}$.

See Probability theory

Probability density function (pdf)

For continuous variables

probability = probability density $\times$ volume

Cumulative distribution function

Probability mass (pmf)

For discrete variables

Special probability distributions

Joint probability distribution

Marginal probability, Integrate out one variable.