diff --git a/filterpy/stats/stats.py b/filterpy/stats/stats.py
index 4da77d6..bab4d55 100644
--- a/filterpy/stats/stats.py
+++ b/filterpy/stats/stats.py
@@ -362,8 +362,10 @@ def plot_gaussian_pdf(mean=0., variance=1.,
     if mean_line:
         plt.axvline(mean)
 
-    ax.set_xlabel(xlabel)
-    ax.set_ylabel(ylabel)
+    if xlabel is not None:
+        ax.set_xlabel(xlabel)
+    if ylabel is not None:
+        ax.set_ylabel(ylabel)
     return ax