# -*- coding: utf-8 -*-
"""
Created on Tue Jun 11 20:00:42 2019
@author: User
"""
import numpy as np
import pandas as pd
#from scipy import stats
#import statsmodels.api as sm
import matplotlib.pyplot as plt
u = 0 # 均值μ
sig = np.sqrt(0.2) # 标准差δ
x = np.linspace(u - 3*sig, u + 3*sig, 50)
y_sig = np.exp(-(x - u) ** 2 /(2* sig **2))/(np.sqrt(2*np.pi)*sig)
plt.plot(x, y_sig, "r-", linewidth=2)
plt.grid(True)
plt.show()
运行: