%% 
%%  A DANTE-Edition example
%% 
%%  Example 28-02-25 on page 539.
%% 
%%  Copyright (C) 2011 Herbert Voss
%% 
%%  It may be distributed and/or modified under the conditions
%%  of the LaTeX Project Public License, either version 1.3
%%  of this license or (at your option) any later version.
%% 
%%  See http://www.latex-project.org/lppl.txt for details.
%% 
%% 
%% ==== 
% Show page(s) 1
%% 
\documentclass[]{article}
\pagestyle{empty}
\setlength\textwidth{375.57637pt}
\setlength\parindent{0pt}

\usepackage{pstricks,pst-func,amsmath}

\begin{document}
\psset{yunit=4cm,xunit=3}
\begin{pspicture}(-2,-0.15)(2,1.25)
  \psaxes[Dy=0.25]{->}(0,0)(-2,0)(2,1.2)
  \uput[-90](2,0){x}\uput[0](0,1.2){y}
  \rput[lb](0.6,0.5){$\sigma=0.5$}\rput[lb](1,0.5){$\sigma=1$}
  \rput[lb](-2,0.5){$f(x)=\dfrac{1}{\sigma\sqrt{2\pi}}\,
    e^{-\dfrac{(x-\mu)^2}{2\sigma{}^2}}$}
  \psGauss[linecolor=red,linewidth=2pt]{-2}{1.75}
  \psGaussI[linewidth=1pt,yunit=0.75]{-2}{1.75}
  \rput[lb](1,0.9){$\int f(x)\,\mathrm{d}x$}
  \psGauss[linecolor=cyan,mue=0.5,linewidth=2pt]{-2}{1.75}
  \psGauss[sigma=1,linecolor=blue,linewidth=2pt]{-2}{2}
\end{pspicture}
\end{document}