Normal Distribution
The graph below is the density function of a normally distributed random variable
with expected value μ (mu) and standard deviation
σ (sigma).
By moving the scroll bars you can change the values of μ and
σ.
The blue vertical line gives the location of the expected value and the
red horizontal line gives the
interval (μ-σ,
μ+σ). Thus,
its length is twice the standard deviation (σ).
The blue density function is the density function of the standard normal distribution.