There are a couple of ways to do this. Both require the adding of JSL to your code. Method 1, is to Right Click on the graph, and select "Customize...". This will allow you to modify the graph, or to add to it. If you Click on the "+" it will allow you to add a script, and one of the Samples allows for the creation of a normal curve. With some knowlege of plotting using the Y Function and the Normal Density function, you could add in such a curve.
Below is an example of adding JSL to a script to generate 2 normal curves on top of the sample data. The Add Graphics Script() function does the work. I took a couple of shortcuts by hard coding in the 2 different means and standard deviations and also, the scale factors based upon the total number of data points divided by the data points for the maximum bar in the histogram distribution. These data values would have to be calculated within any given script, based upon what exactly you are proposing.
Names Default To Here( 1 );
dt = Open( "$SAMPLE_DATA\Big Class.jmp" );
Dis = dt << Distribution(
Continuous Distribution( Column( :height ), Vertical( 0 ), Density Axis( 1 ) )
);
Report( Dis )[Frame Box( 2 )] << Add Graphics Script(
mu = 63;
sigma = 3.2;
Pen Color( "Red" );
Y Function( Normal Density( (x - mu) / sigma ) / (40 / 12), x );
mu = 51.5;
sigma = .87;
Pen Color( "Blue" );
Y Function( Normal Density( (x - mu) / sigma ) / (40 / 2), x );
);
The code that is within the Add Graphics Script() function is the same code that you would add to the script if you choose the Customize... option
Jim