The normal Gaussian distribution, commonly referred to as the normal distribution, is a fundamental concept in statistics and probability theory. It is characterized by its bell-shaped curve, which is symmetric around the mean. This distribution is significant because it describes how the values of a variable are distributed, with most observations clustering around the central peak and fewer observations occurring as you move away from the mean. The normal distribution is essential in various fields, including data science, as it underpins many statistical methods and the Central Limit Theorem, which states that the sum of independent random variables tends toward a normal distribution as the sample size increases.