You could check out Wikipedia: link
The references at the bottom of the article may also be helpful.
Hi all
Many books mention about the pdf of the normal distribution, but where this pdf comes from? I would like to know the
theory behind the pdf. Can someone point me to the right direction.
Thank you in advance.
There is a derivation of it here http://courses.ncssm.edu/math/Talks/PDFS/normal.pdf
I think this one should be pretty good, but it's a bit fast (5 minutes). Normal distribution's probability density function derived in 5min - YouTube