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This is my version of explanation. I would suggest you to come up with your own explanation. The best way would be for you to try explain this to somebody else in your own words.

Following is my version of explanation, but this is just an example. You may come up with a better version.

Normal Distribution

Followings are the code that I wrote in Octave to creates all the plots shown in this page. You may copy these code and play with these codes. Change variables and try yourself until you get your own intuitive understanding.

< Code 1 >

x = -3:0.1:3;

pi = 3.14159

m = 0;

s = 1;

y = 1/sqrt(2*pi*s^2)*exp(-(x-m).^2/(2*s^2));

plot(x,y,'b-','Linewidth',2);

ylim([0 0.5]);

grid on;

< Code 2 >

x = -3:0.1:3;

pi = 3.14159

mList = [-1.0 0.0 1.0];

s = 1;

hold on;

for m = mList

   y = 1/sqrt(2*pi*s^2)*exp(-(x-m).^2/(2*s^2));

   plot(x,y,'b-','linewidth',2); grid on; xlabel('x'); ylabel('y');

end;

ylim([0 0.5]);

hold off;

< Code 3 >

x = -3:0.1:3;

pi = 3.14159

m = 0;

sList = [0.5 1.0 1.5];

s = 1;

hold on;

for s = sList

   y = 1/sqrt(2*pi*s^2)*exp(-(x-m).^2/(2*s^2));

   plot(x,y,'b-','linewidth',2); grid on; xlabel('x'); ylabel('y');

end;

ylim([0 1.0]);

hold off;