code: public static double pdf(double x, double mu, double sigma) {
      x = (x - mu) / sigma;
      return MathUtil.ONE_BY_SQRTTWOPI / sigma * FastMath.exp(-.5 * x * x);
    }
docs: Probability density function of the normal distribution.
  <p>
  \[ \frac{1}{\sqrt{2\pi\sigma^2}} \exp(-\frac{(x-\mu)^2}{2\sigma^2}) \]
  
  @param x The value.
  @param mu The mean.
  @param sigma The standard deviation.
  @return PDF of the given normal distribution at x.