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+\documentclass[varwidth=true, border=5pt]{article}
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+\usepackage[active,tightpage]{preview}
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+\usepackage[latin1]{inputenc}
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+\usepackage{amsmath}
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+\usepackage{pgfplots}
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+\usepackage{tikz}
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+\usetikzlibrary{arrows,positioning}
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+\usepackage{helvet}
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+\usepackage[eulergreek]{sansmath}
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+
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+\pgfmathdeclarefunction{gauss}{2}{%
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+ \pgfmathparse{1/(sqrt(2*pi*#2))*exp(-((x-#1)^2)/(2*#2))}%
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+}
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+% to be used: \gauss(x)(mean)(variance)
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+
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+\makeatletter \newcommand{\pgfplotsdrawaxis}{\pgfplots@draw@axis} \makeatother
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+
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+\pgfplotsset{
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+tick label style = {font=\sansmath\sffamily},
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+every axis label/.append style={font=\sffamily\footnotesize},
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+}
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+
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+\pgfplotsset{axis line on top/.style={
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+ axis line style=transparent,
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+ ticklabel style=transparent,
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+ tick style=transparent,
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+ axis on top=false,
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+ after end axis/.append code={
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+ \pgfplotsset{axis line style=opaque,
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+ ticklabel style=opaque,
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+ tick style=opaque,
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+ grid=none}
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+ \pgfplotsdrawaxis}
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+ }
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+}
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+
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+\tikzset{>=latex}
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+
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+\newcommand{\meanI}{80}
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+\newcommand{\meanII}{40}
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+\newcommand{\varI}{40}
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+\newcommand{\varII}{40}
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+
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+\newcommand{\arrowHeight}{0.02}
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+\newcommand{\labelheight}{0.055}
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+
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+\pgfmathsetmacro{\meanIheight}{1/(sqrt(2*pi*\varI))}%
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+\pgfmathsetmacro{\meanIIheight}{1/(sqrt(2*pi*\varII))}%
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+\pgfmathsetmacro{\plotheight}{max(\meanIheight, \meanIIheight, \labelheight+0.002)}%
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+
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+\begin{document}
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+\begin{preview}
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+\tikzstyle{plotA}=[ultra thick,red!90!black]
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+\tikzstyle{plotB}=[ultra thick,cyan!50!black]
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+\begin{tikzpicture}
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+ \begin{axis}[
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+ width=13.5cm,
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+ height=8.625cm,
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+ % Grid
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+ grid = major,
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+ grid style={thin, dashed},
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+ % size
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+ xmin= 20, % start the diagram at this x-coordinate
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+ xmax= 105, % end the diagram at this x-coordinate
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+ ymin= 0, % start the diagram at this y-coordinate
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+ ymax= \plotheight, % end the diagram at this y-coordinate
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+ % Legende
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+ legend style={
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+ font=\large\sansmath\sffamily,
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+ at={(0.5,-0.18)},
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+ anchor=north,
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+ legend cell align=left,
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+ legend columns=-1,
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+ column sep=0.5cm
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+ },
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+ % Ticks
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+ tick align=inside,
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+ scaled y ticks = false,
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+ ytick=\empty,
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+ % Axis
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+ axis lines = middle,
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+ axis line style = very thick,
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+ axis line on top,
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+ axis line style = {very thick,shorten <=-0.5\pgflinewidth},
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+ xlabel=$x$,
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+ x label style={at={(axis description cs:0.52,0)},
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+ anchor=north,
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+ font=\boldmath\Large},
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+ ylabel=$f(x)$,
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+ y label style={at={(axis description cs:0,0.5)},
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+ anchor=south,
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+ rotate=90,
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+ font=\boldmath\Large},
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+ ]
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+
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+ % Mark means
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+ \coordinate (axisOrigin) at (axis cs:0,0);
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+ \coordinate (meanA) at (axis cs:\meanI,\meanIheight);
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+ \draw[black,thick](meanA |- axisOrigin) -- (meanA);
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+
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+ \coordinate (meanB) at (axis cs:\meanII,\meanIIheight);
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+ \draw[black,thick](meanB |- axisOrigin) -- (meanB);
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+ \draw[black,ultra thick,<->](axis cs:{\meanI-sqrt(\varI)}, \arrowHeight) -- (axis cs:{\meanI+sqrt(\varI)},\arrowHeight);
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+
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+ % Plots of the distributions
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+ \addplot [domain=0:120,samples=400,plotA] {gauss(\meanI,\varI)};
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+ \addplot [domain=0:120,samples=400,plotB] {gauss(\meanII,\varII)};
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+
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+ % Add labels
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+ \node[plotA,above] at (axis cs:\meanI+11,\labelheight){\Large $\mathcal{N}(\meanI, \varI)$};
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+ \node[plotB,above] at (axis cs:\meanII-11,\labelheight){\Large $\mathcal{N}(\meanII, \varII)$};
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+ \end{axis}
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+\end{tikzpicture}
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+\end{preview}
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+\end{document}
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