One of the most important examples of a continuous probability distribution is the normal distribution. It is sometimes called as the Gaussian distribution.
The density function for this distribution is given by

is the mean
is the standard deviation.
Do you want to know what the corresponding distribution function is?
The corresponding distribution function is

and variance
2.

= 0.3
= 0.7
= 2.0

| Mean | |
|---|---|
| Variance | 2 |
| Standard deviation | ![]() |