Bucket sort with gaussian distribution
The algorithm works by choosing the number of buckets and the boundaries of the buckets such that in expectation the number of elements that land in a bucket is constant. The analysis is particularly simple for a uniform distribution, because uniformly sized buckets work.

For more complicated distributions you have to choose your bucket size more cleverly, but there is nothing stopping you from looking hard at the probability density function and creating more buckets in regions where you'd expect many elements to occur.