\documentclass[tikz,border=5pt]{standalone}
\usepackage{pgfplots}
\usepackage{pgfplotstable}
\pgfplotsset{compat=1.18}
\pgfplotstableread{
x_0 f(x)
3.16693000e-05 -4.00001451e+00
1.98466995e-03 -2.88058811e+00
9.79667253e-03 -2.33404539e+00
2.05381761e-02 -2.04275848e+00
3.12796796e-02 -1.86231034e+00
4.20211832e-02 -1.72769809e+00
5.27626867e-02 -1.61863707e+00
6.35041903e-02 -1.52600596e+00
7.42456938e-02 -1.44488074e+00
8.49871974e-02 -1.37228609e+00
9.57287009e-02 -1.30627986e+00
1.06470205e-01 -1.24552071e+00
1.17211708e-01 -1.18904130e+00
1.27953212e-01 -1.13611982e+00
1.38694715e-01 -1.08620246e+00
1.49436219e-01 -1.03885444e+00
1.60177722e-01 -9.93727716e-01
1.70919226e-01 -9.50538990e-01
1.81660729e-01 -9.09054310e-01
1.92402233e-01 -8.69078007e-01
2.03143736e-01 -8.30444575e-01
2.13885240e-01 -7.93012604e-01
2.24626744e-01 -7.56660164e-01
2.35368247e-01 -7.21281245e-01
2.46109751e-01 -6.86782972e-01
2.56851254e-01 -6.53083407e-01
2.67592758e-01 -6.20109776e-01
2.78334261e-01 -5.87797051e-01
2.89075765e-01 -5.56086782e-01
2.99817268e-01 -5.24926139e-01
3.10558772e-01 -4.94267118e-01
3.21300276e-01 -4.64065873e-01
3.32041779e-01 -4.34282159e-01
3.42783283e-01 -4.04878851e-01
3.53524786e-01 -3.75821542e-01
3.64266290e-01 -3.47078189e-01
3.75007793e-01 -3.18618813e-01
3.85749297e-01 -2.90415231e-01
3.96490800e-01 -2.62440826e-01
4.07232304e-01 -2.34670343e-01
4.17973808e-01 -2.07079700e-01
4.28715311e-01 -1.79645830e-01
4.39456815e-01 -1.52346527e-01
4.50198318e-01 -1.25160311e-01
4.60939822e-01 -9.80663037e-02
4.71681325e-01 -7.10441077e-02
4.82422829e-01 -4.40736983e-02
4.93164332e-01 -1.71353160e-02
4.99999835e-01 -4.14470979e-07
5.06835337e-01 1.71344869e-02
5.17576840e-01 4.40728685e-02
5.28318344e-01 7.10432767e-02
5.39059848e-01 9.80654707e-02
5.49801351e-01 1.25159476e-01
5.60542855e-01 1.52345688e-01
5.71284358e-01 1.79644988e-01
5.82025862e-01 2.07078853e-01
5.92767365e-01 2.34669491e-01
6.03508869e-01 2.62439968e-01
6.14250372e-01 2.90414366e-01
6.24991876e-01 3.18617941e-01
6.35733380e-01 3.47077309e-01
6.46474883e-01 3.75820653e-01
6.57216387e-01 4.04877952e-01
6.67957890e-01 4.34281248e-01
6.78699394e-01 4.64064950e-01
6.89440897e-01 4.94266181e-01
7.00182401e-01 5.24925188e-01
7.10923904e-01 5.56085815e-01
7.21665408e-01 5.87796066e-01
7.32406912e-01 6.20108771e-01
7.43148415e-01 6.53082381e-01
7.53889919e-01 6.86781923e-01
7.64631422e-01 7.21280169e-01
7.75372926e-01 7.56659060e-01
7.86114429e-01 7.93011469e-01
7.96855933e-01 8.30443405e-01
8.07597436e-01 8.69076797e-01
8.18338940e-01 9.09053057e-01
8.29080443e-01 9.50537688e-01
8.39821947e-01 9.93726358e-01
8.50563451e-01 1.03885302e+00
8.61304954e-01 1.08620096e+00
8.72046458e-01 1.13611824e+00
8.82787961e-01 1.18903962e+00
8.93529465e-01 1.24551891e+00
9.04270968e-01 1.30627792e+00
9.15012472e-01 1.37228397e+00
9.25753975e-01 1.44487838e+00
9.36495479e-01 1.52600330e+00
9.47236983e-01 1.61863400e+00
9.57978486e-01 1.72769440e+00
9.68719990e-01 1.86230564e+00
9.79461493e-01 2.04275181e+00
9.90202997e-01 2.33403276e+00
9.98014999e-01 2.88053559e+00
9.99968000e-01 3.99755546e+00
}\datainvcum
\begin{document}
\begin{tikzpicture}
\begin{axis}[
title=Inv. cum. normal,
xlabel={$x$},
ylabel={$y$},
ymin=-3, ymax=3,
minor y tick num=1,
]
\addplot [blue] table {\datainvcum};
\end{axis}
\end{tikzpicture}
\hskip 10pt
\begin{tikzpicture}
\begin{axis}[
]
\newcommand\MU{0}
\newcommand\SIGMA{1e-3}
\addplot[
red,
domain=-3*\SIGMA:3*\SIGMA,
samples=201,
]
{exp(-(x-\MU)^2 / 2 / \SIGMA^2) / (\SIGMA * sqrt(2*pi))};
\end{axis}
\end{tikzpicture}
\end{document}