
Graham G. answered 01/09/20
PhD Candidate in Biostatistics
How formal of a proof are you looking for?
Here is some intuition
If we look at the typical bell curve, the mean is the point the point in the middle. This point, by symmetry, corresponds to the point where 50% of the mass is to the left and 50% is to the right, so the mean is equal to median. It also corresponds to the most frequent (highest point on the curve) so it is equal to the mode.
For a more mathematical look, we can examine the kernel of the normal distribution given by
-(x-mu)^2.
By the properties of the square, this value is the same for -x as well as x. So it is symmetrical about mu.
Lastly, I'm not sure what the question is really asking for "bell-shaped" but if you take the sd to be large enough you can get shapes that are not at all "bell".
Hope this helps, let me know if you want more details.