NormalDistribution

NormalDistribution(m, s)

returns the normal distribution of mean m and sigma s.

NormalDistribution()

returns the standard normal distribution for m = 0 and s = 1.

See

The probability density function of the normal distribution is

>> PDF(NormalDistribution(m, s), x)
1/(Sqrt(2)*E^((-m+x)^2/(2*s^2))*Sqrt(Pi)*s)

The cumulative distribution function of the standard normal distribution is

>> CDF(NormalDistribution( ), x)
1/2*(2-Erfc(x/Sqrt(2)))

The mean of the normal distribution is

>> Mean(NormalDistribution(m, s))
m

The standard deviation of the normal distribution is

>> StandardDeviation(NormalDistribution(m, s))
s

The variance of the normal distribution is

>> Variance(NormalDistribution(m, s))
s^2

The random variates of a normal distribution can be generated with function RandomVariate

>> RandomVariate(NormalDistribution(2,3), 10^1)
{1.14364,6.09674,5.16495,2.39937,-0.52143,-1.46678,3.60142,-0.85405,2.06373,-0.29795}