Summarizing, probability distribution function for Discrete Random Variables is called Probability Mass Function (PMF) and that for Continuous Random Variables is called Probability density function.
3. Derivates and Matrix Calculus
I highly recommend these PDFs to brush up Matrix calculus fundamentals.
Source – https://atmos.washington.edu/~dennis/MatrixCalculus.pdf
Source – https://arxiv.org/pdf/1802.01528.pdf
References:
https://en.wikipedia.org/wiki/Dot_product
Khan Academy – https://www.youtube.com/watch?v=dOr0NKyD31Q