How to write normal distribution in Latex ? Normal distribution (Gaussian distribution) is a probability distribution that is symmetric about the mean.

Write normal distribution in Latex: mathcal

You can use the default math mode with \mathcal function:

\documentclass[12pt,a4paper]{article}
\usepackage[utf8]{inputenc}
\begin{document}
\noindent
$X$ is normally distributed with mean $\mu$ and standard deviation $\sigma$:
$$X \sim \mathcal{N}(\mu,\,\sigma^{2})$$
\end{document}

$X$ is normally distributed with mean $\mu$ and standard deviation $\sigma$:

\[X \sim \mathcal{N}(\mu,\,\sigma^{2})\]