Probability distribution can be classified into two categories, discrete and continuous. However, probability distribution can also be infinite, which means there are infinite possible outcomes. Therefore, the correct answer is option D, that is, probability distribution can be both discrete and continuous.

Discrete Probability Distribution:
Discrete probability distribution deals with the probability of occurrence of discrete random variables. Discrete random variables are the variables that can only take on a finite or countable number of values. For example, the number of heads that can be obtained when flipping a coin is a discrete random variable. The most common examples of discrete probability distributions are the binomial distribution, Poisson distribution, and geometric distribution.

Continuous Probability Distribution:
Continuous probability distribution deals with the probability of occurrence of continuous random variables. Continuous random variables are the variables that can take on an infinite number of values within a given range. For example, the time taken by a car to travel from one point to another is a continuous random variable. The most common examples of continuous probability distributions are the normal distribution, exponential distribution, and uniform distribution.

Infinite Probability Distribution:
Infinite probability distribution deals with the probability of occurrence of infinite random variables. Infinite random variables are the variables that can take on an infinite number of values without any limit. For example, the height of people in a given population is an infinite random variable. The most common examples of infinite probability distributions are Cauchy distribution, Pareto distribution, and Levy distribution.

Conclusion:
Probability distribution can be classified into discrete, continuous, and infinite probability distributions. Discrete probability distribution deals with the probability of occurrence of discrete random variables, continuous probability distribution deals with the probability of occurrence of continuous random variables, and infinite probability distribution deals with the probability of occurrence of infinite random variables. Therefore, the correct answer is option D, that is, probability distribution can be both discrete and continuous.