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 often arises in situations where data can have outliers or extreme variations, such as in physics or finance. The Cauchy distribution is defined by two parameters: the location parameter, which determines the peak, and the scale parameter, which affects the width of the distribution.