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This lecture covers important distribution functions such as Bernoulli, Binomial, and Uniform. It starts with the degenerate distribution function where the outcome is always a specific value. Then, it delves into the Bernoulli distribution, which deals with random variables having only two possible outcomes. Next, the lecture explains the Binomial distribution, which involves repeating independent Bernoulli experiments and summing over outcomes. Finally, it discusses the Uniform distribution, where the variable takes any possible value with equal probability, both in discrete and continuous scenarios.