In data science and statistics, probability distributions can be very important. I have been meaning to create a listing of them. However, I no longer need to since the fine folks at Cloudera have already created a list at Common Probability Distributions: The Data Scientist’s Crib Sheet.
Learn the distributions and pick a favorite. (My favorite of the common ones is the normal distribution. I also like the Cauchy distribution which is much less common.)
Source: 101 DS – Know Your Probability Distributions