The Sending of Eight: Dunmanifestin

The Colour of Magic, pg 75

In the Prologue, Pratchett refers to the Discworld with small letters - it has not yet become the name of the world, but just a description of the world.

The discworld offers sights far more impressive than those found in universes built by Creators with less imagination but more mechanical aptitude.

He then describes Dunmanifestin.
...the most magnificent sight is the Hub [at the center of Discworld]. There, a spire of green ice ten miles high rises through the clouds and supports at its peak the realm of Dunmanifestin, the abode of the disc gods. The disc gods themselves, despite the splendour of the world before them, are seldom satisfied. It is embarrassing to know that one is god of a world that only exists because every improbability curve must its far end.

The gods Pratchett mentions are:

Blind Io - blind but with an "impressively large number", "lead a semi-independent life of their own" - floating around his head.
Offler the Crocodile god
Zephyrus the cod of slight breezes
Chance
Night
Destiny
the Lady (Luck)

The Probability Curve (Pratchett turns this on its head and calls it the "Improbability Curve:

From Wikipedia:
Probability is ordinarily used to describe an attitude of mind towards some proposition of whose truth we are not certain. The proposition of interest is usually of the form "Will a specific event occur?" The attitude of mind is of the form "How certain are we that the event will occur?" The certainty we adopt can be described in terms of a numerical measure and this number, between 0 and 1, we call probability. The higher the probability of an event, the more certain we are that the event will occur. Thus, probability in an applied sense is a measure of the likeliness that a (random) event will occur.

The concept has been given an axiomatic mathematical derivation in probability theory, which is used widely in such areas of study as mathematics, statistics, finance, gambling, science, artificial intelligence/machine learning and philosophy to, for example, draw inferences about the likeliness of events. Probability is used to describe the underlying mechanics and regularities of complex systems.