8.2 Option ‘Probability Density’ or ‘Probability’
The option Probability density appears when the distribution is continuous (Normal, Student's t, Chi-square, etc.) and Probability when the distribution is discrete (binomial, Poisson, etc.).
Probability density provides the ordinate of the probability density function for the given input value. That is:
Probability is the option that appears when the distribution is discrete, and provides the probability associated with the input value.