Normal

The density function of the normal distribution is

\[  f(x) = \frac{1}{\sqrt {2\pi \sigma ^2}}e^{\frac{-(x - \mu )^2}{2\sigma ^2}}  \]

for all real values of $x$.

Parameters:

$\mu $

is the mean, $\mu \in (-\infty , \infty )$.

$\sigma $

is the standard deviation, $\sigma > 0$.