This paper studies a challenging scenario in a multiple-input multiple-output (MIMO) integrated sensing and communication (ISAC) system where the locations of the sensing target and the communication user are both unknown and random, while only their probability distribution information is known. In this case, how to fully utilize the spatial resources by designing the transmit beamforming such that both sensing and communication can achieve satisfactory performance statistically is a difficult problem, which motivates the study in this paper. Moreover, we aim to reveal if it is desirable to have similar probability distributions for the target and user locations in terms of the ISAC performance. Firstly, based on only probability distribution information, we establish communication and sensing performance metrics via deriving the expected rate or posterior Cramér-Rao bound (PCRB). Then, we formulate the transmit beamforming optimization problem to minimize the PCRB subject to the expected rate constraint, for which the optimal solution is derived. It is unveiled that the rank of the optimal transmit covariance matrix is upper bounded by the summation of MIMO communication channel matrices for all possible user locations. Furthermore, due to the need to cater to multiple target/user locations, we investigate whether dynamically employing different beamforming designs over different time slots improves the performance. It is proven that using a static beamforming strategy is sufficient for achieving the optimal performance. Numerical results validate our analysis, show that ISAC performance improves as the target/user location distributions become similar, and provide useful insights on the BS-user/-target association strategy.