This is volume two of the book entitled “A First Course in Probability Theory”. It is primarily intended for undergraduate students of Statistics and mathematics. It can, however, be used by students of Social Sciences and mathematics-related courses.This volume covers some theoretical probability distributions of discrete and continuous random variables, namely, Bernoulli, Binomial, Geometric, Negative Binomial, Poisson, Hypergeometric, Multinomial, Uniform, Exponential, Gamma, Beta and Normal Distributions. There are relationships among these theoretical distributions and such relationships are established.The book has a large number of motivating solved examples and contains a lot of exercises at the end of each chapter.