Difference in Probability Measure vs. Probability Distribution I am trying to better understand the Difference in "Probability Measure" and "Probability Distribution"
I came across the following link : https://math.stackexchange.com/questions/1073744/distinguishing-probability-measure-function-and-distribution
" The difference between the terms "probability measure" and "probability distribution" is in some ways more of a difference in connotation of the terms rather than a difference between the things that the terms refer to. It's more about the way the terms are used. "
The answer over here suggests that these two concepts might be the same thing?
In this case - could we consider the "Normal Probability Distribution Function" as a "Probability Measure"?
Thanks!

Probability measure can be seen as a generalization of probability density function (PDF). Probability distribution function is not really a term, but when I saw it used it was always meant to refer to the cumulative distribution function (CDF). I wouldn't use this as a term, since it's confusing.
In Excel NORM.S.DIST() function has an argument that switches it between cumulative and density functions. To make things more confusing Microsoft called the density function as "probability mass function", which is obviously wrong because PMF is for discrete distributions.
It's ok to use probability distribution term since it references everything we know about the distribution, including PDF and CDF and moments etc.
