Python code to render two and three-dimensional scenes of normal distributions with the manim library, specifically with the Manim Community fork of manim.
A blog post walking through some of the code can be found here.
The file univariate.py has manim scenes which animate adjustments to the mean and standard deviation of a univariate normal distribution.
The file bivariate.py has manim scenes using ThreeDScene which animate adjustments to the means, standard deviations, and correlation factor of bivariate normal distributions.
If manim and its various dependencies are installed (see manim docs for installation instructions), you can render these scenes by navigating to the project directory and running a command such as:
manim -pqm bivariate.py AdjustRho
Which would render the AdjustRho scene. The -p flag would play the rendered video once it's complete, and -qm specifies a medium quality render (720p).