SetDirectory[NotebookDirectory[]];"To plot a best curve that go through a set of supposedly gaussian-distributed data points"
"Import the Gaussian data file"
rawdata=Import["gaussian.dat"]

ListPlot[rawdata]

"Use Interpolation to plot a curve to go through these data points. The output is names as y, which could be used as like it's a function y=y[x]"
y=Interpolation[rawdata]

"Plot y as a function of x and overlap the output on the list plot of the rawdata"
Show[Plot[y[x],{x,25,30}],ListPlot[rawdata]]

"What is the interpolated values of x= 26?x=27.5? at x=26.32?"
y[26]
y[27.5]
y[26.32]

"Hence, any value of y[x] for any arbitrary value of x between 25 to 30 can be obtained by printing out y[x] at desired values of x"

"The built-in function Interpolation can be used in this manner to represent a numerical function that tries to go through the given data points as much as it possibly can. The resultant numberical function can then use used as a continuous function that reproduce any value on the curve at any arbitrary x within the domain of x of the given data set (i.e., between 25 and 30 in the above example)."
"Interpolation is a pretty handy and useful function for real-life data manipulation"