import numpy as np
import matplotlib.pyplot as plt

mu = 0          # mean
sigma = 1       # standard deviation
sample = 100  # sample times

S = np.random.normal(mu, sigma, sample)
plt.figure('Cumulative Distribution')
plt.hist(S, bins=100, normed=True, cumulative=True)
plt.xlabel('x')
plt.ylabel('Pr[X<=x]')
plt.title('Normal sample %d times with mu = %.2f and sigma = %.2f. Mean = %.2f.' % (sample, mu, sigma, np.mean(S)))
plt.grid()
plt.show()