The Elements of Statistical Learning: Data Mining, Inference, and Prediction, Trevor Hastie, Robert Tibshirani, and Jerome Friedman, 2009 (Springer) - A foundational book covering statistical learning methods, detailing the Normal distribution's application in models, assumptions, and theoretical underpinnings for various algorithms.
Lecture Notes for MIT 6.041/6.431: Introduction to Probability, John Tsitsiklis, 2010 (MIT OpenCourseWare) - Accessible lecture notes from a renowned university course, explaining probability distributions, including the Normal distribution and its characteristics.