NormalDistribution

NormalDistribution[μ, σ] represents a normal (Gaussian) distribution with mean μ and standard deviation σ. NormalDistribution[] represents the standard normal distribution.

Examples

Generate random samples from a normal distribution:

RandomVariate[NormalDistribution[0, 1], 5]
(* {0.234, -1.23, 0.891, -0.456, 1.78} *)

(* Compute probability density *)
PDF[NormalDistribution[0, 1], 0]
(* 1/Sqrt[2 Pi] *)

Please visit the official Wolfram Language Reference for more details.