What is the origin of the standard normal distribution function?

[coki2000]

Hello,
Where does the standart normal distribution function

\Phi (x)=\frac{e^{-\frac{x^2}{2}}}{\sqrt{2\pi }}

come from?I wonder it.Please explain to me.Thanks for your helps.

 

[mathman]

It comes from the central limit theorem, one of the most important theorems in probability theory. Look it up on google.