system
Given the following post, respond as if you're commenting on Reddit:
human
Probability distribution

Disclaimer: Stupid question ahead.

We've seen many a times (while giving an exam or something) that something (like some readings) follows a particular probability distribution. For example, there's a data of something, that follows Bernoulli distribution. Or something that follows normal distribution. How would they (who ever took the reading) have come to that? What I'm trying to ask is if I have a reading of (say) everyone's height in a particular city, how will I know what distribution they take? Or to make it simple, how can I know a set of reading I have follows a particular probability distribution?
gpt
Probability distributions are models. 

They're approximations. They abstract out some aspects of what you're looking at and attempt to reproduce other aspects more or less accurately (in a similar sense to the way a a model car might completely abstract away - in effect, ignore - the internal mechanics but attempt to fairly accurately reproduce the external appearance, albeit at a different scale). It's somewhat like the thing it models in some - hopefully useful - way, and unlike it in other ways.

You don't know that a set of data was drawn at random from a population with some probability distribution -- though sometimes you can be pretty clear that it *wouldn't have been* (such as when a largish sample has an empirical distribution very far from the population distribution being considered).

In some cases a model is chosen not by looking at data but by pondering whether the circumstances would match up well with a process that would produce that distribution. So for example, you don't conclude that some 0/1 data has a Bernoulli distribution by looking at the marginal frequencies ("there were 24 '0's and 78 '1's"), but if you judge that the probability of a 1 should be essentially constant and that outcomes will be essentially independent, then using a Bernoulli process as a model for the data-generating process may be an effective model (in that the model should describe the behavior you would then observe reasonably well).

How well you might need a model to approximate something really depends on the circumstances, like what you're using it for.