What is Probability? What does the dictionary have to say? "1. The quality or condition of being probable; likelihood." OK, that sort of makes sense. If this doesn't make sense, well, you're not alone. This ain't exactly a mathematician's definition of probability, but I'm not going to give you a rigorous mathematical definition, because you use probability in the real world. Most rigorous mathematical definition only apply to a very limited circumstance: inside the head of a rigorous mathematician. (In fact be careful of even using the above dictionary definition, statisticians have made a distinction there as well, but for the most part at least before I discuss statistics, I'll use likelihood in the sense most regular people would.) In fact, probability can be darned hard to understand but you, in all probability, have been exposed to this concept. We run our lives based on probability. Here are some examples.