Distributions are often described by it's density functions. There are two types of density functions:

1. Probability Density Function (PDF - Discrete)/Probability mass function(PMF-Continuous)
2. Cumulattive Density Function (CDF)

The graph below can shows the relationship between this two functions. For PDF, it will give you the probability one event happens. CDF gives you the probability an event equal or less than a value.