(*If you are new to Mathematica, refer to the Help section in the menu bar.*)

(*For safety, we erase any information that may previously have been assigned to the symbols "mu" and "sigma".*)ClearAll[mu, sigma]

(*Select any parts of the following expression, and then refer to the Help menu.*)PDF[NormalDistribution[mu,sigma],x]

Plot[PDF[NormalDistribution[2,1],x],{x, -3, 5}]

Manipulate[
Plot[
PDF[NormalDistribution[mu,sigma],x],
{x, -10, 10}, 
PlotRange->{0,1}
],
{mu,-5,5}, 
{sigma, .4, 2}
]

Manipulate[
Graphics[{
{Blue,Line[Table[{x,PDF[NormalDistribution[0,1],x]},{x, -4, 4, .01}]]}, 
{Red, 
Polygon[
Join[
{{r,0}},
Table[{x,PDF[NormalDistribution[0,1],x]},{x, r, 4, .01}], 
{{4,0}, {r,0}}]
],
Text["r = "<>ToString[r], {r, -.05}, {-1,0}],
Text["Red Area = "<>ToString[NIntegrate[PDF[NormalDistribution[0,1],x], {x,r,Infinity}]], {3, .2}]
}
},
AspectRatio->.6,
Axes->True
],
{r,0,4}
]