Define conduction and convection

Conduction: The transfer of heat from one substance to another by direct contact is called conduction. Denser substances are better conductors; the transfer is always from warmer to colder substances.
Example: 

touching a stove and being burned

ice cooling down your hand

boiling water by thrusting a red-hot piece of iron into it

Convection: Convection is the transfer of energy with movement of molecules within fluids (i.e. liquids, gases). It cannot take place in solids.
Example 

heat transfer by a circulation of rising warm air (less dense) and sinking cooler air (denser).

Hot air rises the more dense air sinks forcing the less dense air upward

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