Normal distribution

The most common probability distribution is probably the Normal distribution. Random numbers from a Normal distribution may be generated with the normal function in the random subpackage of numpy, where the keyword loc is the mean (default is 0) and scale is the standard deviation (default is 1).

$\mu$ is mean and $\sigma$ is the standard deviation

Courtesy: Wikipedia

The mean and standard deviation of a dataset can be computed with the functions mean and std of the numpy package.