In this talk, we will do more than just a random walk through probability. In particular, by using Python code as an anchor, we will explore what a probability distribution as an “object” is, especially in a modelling context. By the end of this talk, probability distributions, sampling (or generating data) from a probability distribution, and the basic terms of joint, conditional and marginal distributions, should be demystified for you, and you should leave with a solid working knowledge of probability to go further and deeper with Bayesian statistics beyond PyCon!