Gaussian random variables

A Gaussian random variable, often called a normal distribution, is a way to describe how a set of data points are spread out around an average value. Imagine measuring people's heights: most are close to the average, with fewer being very short or very tall. When data follows a bell-shaped curve, it’s called Gaussian. This concept helps in many fields to model natural variations, predict outcomes, and analyze uncertainty. The key features are the mean (average) and the variance (spread), which determine the center and width of the bell-shaped curve.