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The normal distribution is a bell shaped curve. Properly normalized, the area under the curve is 1.0. Start by drawing axes. The Y axis is probability, peaking at 0.4, crossing the X axis at the mean, and the X axis is standard deviation. Draw points (-3, 0.01), (-2, 0.05), (-1, 0.25), (0, 0.4), (+1, 0.25), (+2, 0.05), (+3, 0.01). These are all approximations. Connect the dots, understanding that the curve is asymptotic to the X axis.

For a better picture, as well as an explanation, please see the related link below. This picture also shows you the percentage each area, grouped by standard deviation, or sigma, is. The normal distribution is the second picture on the right. Scroll up to see the picture, call "Normal Distribution".

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Q: What is the sketch for a normal distribution?
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