I have just come back to this and I had to install scipy as matplotlib.mlab gave me the error message MatplotlibDeprecationWarning: scipy.stats.norm.pdf
when trying example above. So the sample is now:
%matplotlib inline
import math
import matplotlib.pyplot as plt
import numpy as np
import scipy.stats
mu = 0
variance = 1
sigma = math.sqrt(variance)
x = np.linspace(mu - 3*sigma, mu + 3*sigma, 100)
plt.plot(x, scipy.stats.norm.pdf(x, mu, sigma))
plt.show()