Interactive Normal Distribution

Normal distribution

For a normal random variable,

$$ X \sim N(\mu,\sigma^2) $$

the probability density function is

$$ f(x) = \frac{1}{\sigma\sqrt{2\pi}} \exp\left[ -\frac{(x-\mu)^2}{2\sigma^2} \right]. $$

Use the sliders below to explore how the mean $\mu$ and standard deviation $\sigma$ affect the probability density.