Gaussian distribution, also known as the normal distribution, is a probability distribution that is symmetric about the mean, depicting that data near the mean are more frequent in occurrence than data far from the mean. This distribution is characterized by its bell-shaped curve and is defined by its mean (average) and standard deviation (a measure of spread). It's crucial in many statistical methods and simulations, particularly in Monte Carlo methods, where random sampling often assumes a Gaussian distribution for generating random variables.
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