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The reason that weight training is so effective for muscle weight gain is that it is anaerobic exercise as opposed to aerobic exercise, which is often recommended for weight loss regimens. Aerobic exercise includes running, walking, biking, aerobics programs and other exercises that burn calories without specifically building muscle mass. The term "anaerobic" is defined as "without oxygen." Anaerobic exercise uses muscles at high intensity in short bursts. When you are weight training and trying to maximize the benefits of anaerobic exercise, focus on all of your movements being short and fast.