From $ROOTSYS/tutorials/math/normalDist.C

// tutorial illustrating the new statistical  distributions functions (pdf, cdf and quantile)

#ifndef __CINT__
#include "Math/DistFunc.h"
#include "TF1.h"
#include "TCanvas.h"
#include "TSystem.h"
#include "TLegend.h"
#include "TAxis.h"
#endif



void normalDist() {

// #ifdef __CINT__
//    gSystem->Load("libMathCore");
//    gSystem->Load("libMathMore");
// #endif

   TF1 *pdfunc  = new TF1("pdf","ROOT::Math::normal_pdf(x, [0],[1])",-5,5);
   TF1 *cdfunc  = new TF1("cdf","ROOT::Math::normal_cdf(x, [0],[1])",-5,5);
   TF1 *ccdfunc = new TF1("cdf_c","ROOT::Math::normal_cdf_c(x, [0])",-5,5);
   TF1 *qfunc   = new TF1("quantile","ROOT::Math::normal_quantile(x, [0])",0,1);
   TF1 *cqfunc  = new TF1("quantile_c","ROOT::Math::normal_quantile_c(x, [0])",0,1);

   pdfunc->SetParameters(1.0,0.0);  // set sigma to 1 and mean to zero
   pdfunc->SetTitle("");
   pdfunc->SetLineColor(kBlue);

   pdfunc->GetXaxis()->SetLabelSize(0.06);
   pdfunc->GetXaxis()->SetTitle("x");
   pdfunc->GetXaxis()->SetTitleSize(0.07);
   pdfunc->GetXaxis()->SetTitleOffset(0.55);
   pdfunc->GetYaxis()->SetLabelSize(0.06);





   cdfunc->SetParameters(1.0,0.0);  // set sigma to 1 and mean to zero
   cdfunc->SetTitle("");
   cdfunc->SetLineColor(kRed);

   cdfunc->GetXaxis()->SetLabelSize(0.06);
   cdfunc->GetXaxis()->SetTitle("x");
   cdfunc->GetXaxis()->SetTitleSize(0.07);
   cdfunc->GetXaxis()->SetTitleOffset(0.55);

   cdfunc->GetYaxis()->SetLabelSize(0.06);
   cdfunc->GetYaxis()->SetTitle("p");
   cdfunc->GetYaxis()->SetTitleSize(0.07);
   cdfunc->GetYaxis()->SetTitleOffset(0.55);

   ccdfunc->SetParameters(1.0,0.0);  // set sigma to 1 and mean to zero
   ccdfunc->SetTitle("");
   ccdfunc->SetLineColor(kGreen);

   qfunc->SetParameter(0, 1.0);  // set sigma to 1
   qfunc->SetTitle("");
   qfunc->SetLineColor(kRed);
   qfunc->SetNpx(1000); // to get more precision for p close to 0 or 1

   qfunc->GetXaxis()->SetLabelSize(0.06);
   qfunc->GetXaxis()->SetTitle("p");
   qfunc->GetYaxis()->SetLabelSize(0.06);
   qfunc->GetXaxis()->SetTitleSize(0.07);
   qfunc->GetXaxis()->SetTitleOffset(0.55);
   qfunc->GetYaxis()->SetTitle("x");
   qfunc->GetYaxis()->SetTitleSize(0.07);
   qfunc->GetYaxis()->SetTitleOffset(0.55);

   cqfunc->SetParameter(0, 1.0);  // set sigma to 1
   cqfunc->SetTitle("");
   cqfunc->SetLineColor(kGreen);
   cqfunc->SetNpx(1000);


   TCanvas * c1 = new TCanvas("c1","Normal Distributions",100,10,600,800);

   c1->Divide(1,3);
   c1->cd(1);

   pdfunc->Draw();
   TLegend *legend1 = new TLegend(0.583893,0.601973,0.885221,0.854151);
   legend1->AddEntry(pdfunc,"normal_pdf","l");
   legend1->Draw();

   c1->cd(2);
   cdfunc->Draw();
   ccdfunc->Draw("same");
   TLegend *legend2 = new TLegend(0.585605,0.462794,0.886933,0.710837);
   legend2->AddEntry(cdfunc,"normal_cdf","l");
   legend2->AddEntry(ccdfunc,"normal_cdf_c","l");
   legend2->Draw();

   c1->cd(3);
   qfunc->Draw();
   cqfunc->Draw("same");
   TLegend *legend3 = new TLegend(0.315094,0.633668,0.695179,0.881711);
   legend3->AddEntry(qfunc,"normal_quantile","l");
   legend3->AddEntry(cqfunc,"normal_quantile_c","l");
   legend3->Draw();



}
 normalDist.C:1
 normalDist.C:2
 normalDist.C:3
 normalDist.C:4
 normalDist.C:5
 normalDist.C:6
 normalDist.C:7
 normalDist.C:8
 normalDist.C:9
 normalDist.C:10
 normalDist.C:11
 normalDist.C:12
 normalDist.C:13
 normalDist.C:14
 normalDist.C:15
 normalDist.C:16
 normalDist.C:17
 normalDist.C:18
 normalDist.C:19
 normalDist.C:20
 normalDist.C:21
 normalDist.C:22
 normalDist.C:23
 normalDist.C:24
 normalDist.C:25
 normalDist.C:26
 normalDist.C:27
 normalDist.C:28
 normalDist.C:29
 normalDist.C:30
 normalDist.C:31
 normalDist.C:32
 normalDist.C:33
 normalDist.C:34
 normalDist.C:35
 normalDist.C:36
 normalDist.C:37
 normalDist.C:38
 normalDist.C:39
 normalDist.C:40
 normalDist.C:41
 normalDist.C:42
 normalDist.C:43
 normalDist.C:44
 normalDist.C:45
 normalDist.C:46
 normalDist.C:47
 normalDist.C:48
 normalDist.C:49
 normalDist.C:50
 normalDist.C:51
 normalDist.C:52
 normalDist.C:53
 normalDist.C:54
 normalDist.C:55
 normalDist.C:56
 normalDist.C:57
 normalDist.C:58
 normalDist.C:59
 normalDist.C:60
 normalDist.C:61
 normalDist.C:62
 normalDist.C:63
 normalDist.C:64
 normalDist.C:65
 normalDist.C:66
 normalDist.C:67
 normalDist.C:68
 normalDist.C:69
 normalDist.C:70
 normalDist.C:71
 normalDist.C:72
 normalDist.C:73
 normalDist.C:74
 normalDist.C:75
 normalDist.C:76
 normalDist.C:77
 normalDist.C:78
 normalDist.C:79
 normalDist.C:80
 normalDist.C:81
 normalDist.C:82
 normalDist.C:83
 normalDist.C:84
 normalDist.C:85
 normalDist.C:86
 normalDist.C:87
 normalDist.C:88
 normalDist.C:89
 normalDist.C:90
 normalDist.C:91
 normalDist.C:92
 normalDist.C:93
 normalDist.C:94
 normalDist.C:95
 normalDist.C:96
 normalDist.C:97
 normalDist.C:98
 normalDist.C:99
 normalDist.C:100
 normalDist.C:101
 normalDist.C:102
 normalDist.C:103
 normalDist.C:104
 normalDist.C:105
 normalDist.C:106
 normalDist.C:107
 normalDist.C:108