NormalDistribution
A normal distribution in a variate X with mean mu and variance sigma^2 is a statistic distribution with probability density function
P(x)=1/(sigmasqrt(2pi))e^(-(x-mu)^2/(2sigma^2))
(1)
on the domain x in (-infty,infty). While statisticians and mathematicians uniformly use the term "normal distribution" for this distribution, physicists sometimes call it a Gaussian distribution and, because of its curved flaring shape, social scientists refer to it as the "bell curve." Feller (1968) uses the symbol phi(x) for P(x) in the above equation, but then switches to n(x) in Feller (1971).
de Moivre developed the normal distribution as an approximation to the binomial distribution, and it was subsequently used by Laplace in 1783 to study measurement errors and by Gauss in 1809 in the analysis of astronomical data (Havil 2003, p. 157).
The normal distribution is implemented in the Wolfram Language as NormalDistribution[mu, sigma].
The so-called "standard normal distribution" is given by taking mu=0 and sigma^2=1 in a general normal distribution. An arbitrary normal distribution can be converted to a standard normal distribution by changing variables to Z=(X-mu)/sigma, so dz=dx/sigma, yielding