NormalDistribution NormalDistribution[mu, sigma] is a normal distribution with a mean mu and standard deviation of sigma. Attributes[NormalDistribution] := {Protected, ReadProtected} Simple examples In[1]:= PDF[NormalDistribution[μ, σ], x] Out[1]= (E^(((x + μ*-1)^2)/((2*σ^2))*-1))/(Sqrt[2*Pi]*σ)