I want the make the following population regression function with pgfplot.

My attempted code is
\documentclass[border=5mm]{standalone}
\usepackage{pgfplots}
\begin{document}
\begin{tikzpicture}[ % Define Normal Probability Function
declare function={
normal(\m,\s)=1/(2*\s*sqrt(pi))*exp(-(x-\m)^2/(2*\s^2));
}
]
\begin{axis}[
no markers
, domain=-3.2:3.2
, samples=100
, ymin=0
, axis lines*=left
, xlabel=
, every axis y label/.style={at=(current axis.above origin),anchor=south}
, every axis x label/.style={at=(current axis.right of origin),anchor=west}
, height=5cm
, width=12cm
, xtick=\empty
, ytick=\empty
, enlargelimits=false
, clip=false
, axis on top
, grid = major
, hide x axis
, hide y axis
]
\addplot[cyan!50!black, rotate=-45] (x, {normal(0, 1)});
\end{axis}
\end{tikzpicture}
\end{document}

Any help to get this graph will be highly appreciated. Thanks
