Comment #1 on issue 3490 by [email protected]: stats.Normal not taking symbolic standard deviation (wants 'positive')
http://code.google.com/p/sympy/issues/detail?id=3490

Define your symbol representing the standard deviation as positive:

from sympy import stats, Symbol
from sympy.abc import m
s = Symbol('s', positive=True)
stats.Normal('x', m, s)
x

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