from numpy import *
from matplotlib.pyplot import *
from matplotlib.animation import FuncAnimation

def f(x, m, s):
    return (1.0/(sqrt(2*pi)*s))*exp(-0.5*((x-m)/s)**2)

m = 0;  s_start = 2;  s_stop = 0.2
s_values = np.linspace(s_start, s_stop, 30)

x = np.linspace(m -3*s_start, m + 3*s_start, 1000)
max_f = f(m, m, s_stop)

lines = plot([],[]) #empty plot to create the lines object

#function to initialize plot:
def init():
    axis([x[0], x[-1], -0.1, max_f])
    lines[0].set_xdata(x)
    return lines

#for updating the plot:
def update(frame):
    y = f(x, m, frame)
    lines[0].set_ydata(y)
    return lines

ani = FuncAnimation(gcf(), update, frames=s_values,
                    init_func=init, blit=True)
ani.save('test.gif')

show()