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