How humans efficiently operate in a world with massive amounts of data that need to be processed, stored, and recalled has long been an unsettled question. Our physical and social environment needs to be represented in a structured way, which could be achieved by reducing input to latent variables in the form of probability distributions, as proposed by influential, probabilistic accounts of cognition and perception. However, few studies have investigated the neural processes underlying the brain’s potential ability to represent a (...) probability distribution’s complex, global features. Here, we presented participants with a sequence of tones that formed a normal or a bimodal distribution. Using a novel, single-trial EEG analysis, we demonstrate a neural response that indexes the likelihood of an item, given previously presented items, and corresponds to the experienced tones’ distribution. Our results indicate that the adult human brain can build a representation of the complex, global pattern of a probability distribution and offer a novel tool for an in-depth understanding of related neural mechanics. (shrink)