Empirical rule and Chebyshevβs theorem Letβs talk about this really simple concept but powerful one. Data Distributions. A data distribution is an abstract concept(a function) that gives the the possible values of data and also how often that data is generated. When you want to talk about the all the data of your experiments at once, then talk about data distribution. A data distribution gives us the probability of how often that data will be an output if we keep repeating the experiment.