In statistical mechanics, the most probable distribution does not exclude the existence of less probable distributions, but it is derived from the laws of physics. The probability of a distribution is proportional to the number of ways it can be realized, and for large ensembles, the most probable distribution overwhelmingly dominates. Introductory texts often assert this without thorough justification, typically referencing the binomial distribution. An example using a 3-level system illustrates that as the number of systems increases, the most probable distribution becomes the only significant one. Understanding these concepts is crucial for grasping the foundations of statistical mechanics.