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I have an array of values (mass function) Px and I want to approximate a normal distribution function (in Matlab) from them.

I can plot the mass function using bar(Px) and I would like to plot normal distribution graph given these data, too.

How do I do it (mathematical formual will be enough for me)?

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To clarify, you have a number of data points which you think are approximately normally distributed and you want to know the normal distribution which best fits the data? If this is incorrect, can you please clarify? –  Aaron Oct 15 '12 at 17:35
The normal distribution is characterized by its two parameters: its mean and variance. Find the mean and variance of your data ($\bar{x}$ and $s_x^2$, respectively) and plug those in to the normal density function. –  Max Oct 15 '12 at 17:59
to Aaron: that is correct –  Smajl Oct 16 '12 at 7:06
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The histfit function in the Statistics toolbox seems to do precisely this: http://www.mathworks.in/help/stats/histfit.html

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