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01 ·Probability & Statistics·FREE·13 min read A Field Guide to Probability Distributions — Where Normal, Poisson, and the Exponential Family Come From The normal and Poisson distributions aren't formulas to memorize — they're the shapes that certain situations inevitably produce. Follow three stories (adding things up, counting rare events, and refusing to assume more than you know) and the textbook zoo collapses into one river called the exponential family, with sigmoid and softmax falling out of it.