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The statistical manifold of normal distributions is given by \\(\\mathcal{N}={\\mathbb R}^n\\times \\mathrm{Sym}^+(n,\\mathbb{R})\\) with the Fisher metric \\(g^F\\) and the Amari-Chentsov connection \\(\\nabla^A\\). \\N\\NFor \\(n=1\\), \\textit{H. Furuhata} et al. [Inf. Geom. 4, No. 1, 177--188 (2021; Zbl 1473.53023)] have shown that this statistical manifold \\(\\left( \\mathcal{N},g^{F},\\nabla^{A}\\right) \\)\\ admits a solvable Lie group structure, with respect to which \\(g^{F}\\)\\ is a left-invariant metric and \\(\\nabla^{A}\\)\\ is a left-invariant connection. As a generalization of that result, this paper shows first (Theorem 2.3) that the statistical manifold \\(\\left( \\mathcal{N},g^{F},\\nabla^{A\\left( \\alpha\\right) }\\right) \\)\\ admits a statistical Lie group structure with \\(\\mathcal{N}\\)\\ a solvable Lie group and the Fisher metric \\(g^{F} \\)\\ left-invariant. It is further shown (Theorem 3.4) that the Amari-Chentsov \\(\\alpha\\)-connection is characterized by the conjugate symmetry of \\(\\left( \\mathcal{N},g^{F},\\nabla\\right) \\). The covariance matrix \\(\\Sigma\\in \\mathrm{Sym}^+(n,\\mathbb{R})\\) is a positive definite symmetric matrix of order \\(n\\)\\ and the conjugate symmetry conditions give a large number of linear equations between the coefficients. To deal with this situation, the authors introduce a canonical orthonormal basis on the Lie algebra \\(\\mathcal{N}\\)\\ and then solve these equations, showing that there exists a \\(1\\)-parameter family of solutions which is no other than the Amari-Chentsov 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