\documentclass{article}
\usepackage{tikz}
\begin{document}
\pagestyle{empty}
\setbox0=\hbox{\begin{tikzpicture}
\def\normal{\x,{4*1/exp(((\x-3)^2)/2)}}
\def\fyMu{4*1/exp(((3-3)^2)/2)}
\def\fyMuSig{4*1/exp(((2-3)^2)/2)}

\draw[color=blue,domain=-0.5:6.5,samples=100] plot (\normal) node[above] {};
\draw[dotted] ({3},{\fyMu}) -- (3,0) ;
\draw[dotted] ({2},{\fyMuSig}) -- (2,0) ;
\draw[dotted] ({4},{\fyMuSig}) -- (4,0) ;

\draw[->] (-0.6,0) -- (6.6,0) node[right] {};
\draw[] (3,1pt) -- (3,-3pt) node[below] {$m$};
\draw[] (2,1pt) -- (2,-3pt) node[below] {$m-\sigma$};
\draw[] (4,1pt) -- (4,-3pt) node[below] {$m+\sigma$};
\end{tikzpicture}}
\dimen0=\wd0
\advance\dimen0-6pt
\wd0=\dimen0
\pdfpagewidth\wd0
\pdfpageheight\ht0
\hoffset-1in
\voffset-1in
\shipout\box0
\end{document}
