Distributions: the models behind the tests
A probability distribution assigns likelihoods to outcomes. Choosing one is choosing a model of how your data arise, and each classic distribution encodes a specific situation.
The normal (Gaussian) distribution describes sums of many small independent influences — measurement noise, biological variation — which is why it appears everywhere: the Central Limit Theorem says sample means approach normality as sample size grows, regardless of the original shape. It is fully specified by a mean and a standard deviation, symmetric, with the familiar 68-95-99.7 rule.
The binomial distribution counts successes in a fixed number of independent yes/no trials with a constant success probability — clicks, defects, responders. Its mean is simply np, its variance np(1 - p), and it approaches a normal shape once np and n(1 - p) both exceed roughly 10.
The Poisson distribution counts events in a fixed interval of time or space when events occur independently at a constant rate: arrivals per hour, typos per page. Its single parameter λ is both mean and variance — a useful diagnostic, since real counts with variance far above the mean (*overdispersion*) violate the model.
The t distribution is the normal distribution fattened in the tails, appearing whenever a standard deviation must be estimated from data rather than known. Extra uncertainty means heavier tails, and the t converges to the normal as degrees of freedom (roughly sample size minus estimated parameters) grow. The chi-square, F, and beta/gamma families build variances, ratios of variances, and proportions onto these same ideas.