Probability distributions are like a catalog of all the possible outcomes of something. A relationship between two probability distributions means that the two catalogs, or sets of possible outcomes, are connected in some way. For example, if you were flipping a coin, the probability distribution, or catalog of possible outcomes, would show the outcome of heads or tails. If you were rolling a die, the catalog would show the outcome of each number from 1-6. There would be a relationship between the distributions for flipping a coin and rolling a die because each outcome, either heads or tails for the coin and each number from 1-6 for the die, has an equal chance of happening.