The Cauchy distribution is a continuous probability distribution characterized by its peak at a central value and heavy tails. Unlike the normal distribution, it does not have a defined mean or variance, making it unique in statistical analysis. Its shape resembles a bell curve but is much wider, indicating that extreme values are more likely to occur. This distribution is often used in scenarios where data may have outliers or when the underlying processes are not well understood. It is named after the French mathematician Augustin-Louis Cauchy, who contributed significantly to the field of analysis and probability.