Aim (why are we doing this?):
We have a record of some climate variable, and want to know: How often do we get months which are hotter than 30
C? Or: How often do droughts recur? In order to answer this, one may look at the distribution of the temperatures or rainfall: how many times have the events happened before?
Probability distributions and density functions describe the observed or expected frequency that a value has taken/will occur.