mean=0; sd=1
lb=-3; ub=-1.96
windows(5,8)
x <- seq(-3,3,length=100)*sd + mean
hx <- dnorm(x,mean,sd)
par(mar=c(3,2,0,1),oma=c(0,0,0,0),las=1)
#plot(x, hx,type="n", ylab="",ylim=c(0,0.48),xlab="Z",axes=FALSE,cex.lab=2,cex.axis=2)
plot(x, hx,type="n", ylab="",ylim=c(-0.5,0.48),yaxt="n",xaxt="n",cex.lab=2,cex.axis=2,lwd=2,axes=F)
i <- x >= lb & x <= ub
lines(x, hx,lwd=3,ylim=c(0,0.48))
#axis(side=1,cex.axis=2,line=-1.1,tick=0.2,lwd=3)  
#axis(side=1,cex.axis=2,ylim=c(-0.02,0.48),line=-20,at=c(-3,-2,-1,0,1,2,3)) 
#mtext(side=1,line=1.8,"Z",cex=2) 
#axis(side=2,las=1,cex.axis=2,lwd=2)     
polygon(c(lb,x[i],ub), c(0,hx[i],0), col="grey",lwd=3,ylim=c(0,0.48)) 
area <- pnorm(ub, mean, sd) - pnorm(lb, mean, sd)
#mtext(side=1,"Z",cex=2,line=-22,adj=0.016)
mtext(side=1,expression(paste(alpha,"/2")),cex=1.3,line=-22,adj=0.06)
arrows(-2.8,0.07,-2.2,0.005,lwd=2)


lb=1.96;ub=3
i <- x >= lb & x <= ub
polygon(c(lb,x[i],ub), c(0,hx[i],0), col="grey",lwd=3) 
lines(c(-2,2),c(0,0),lwd=3) 
arrows(2.8,0.07,2.2,0.005,lwd=2)

#mtext(side=1,"Z",cex=2,line=-22,adj=0.91)
mtext(side=1,expression(paste(alpha,"/2")),cex=1.3,line=-22,adj=0.98)
lines(c(-1.96,-1.96),c(0,-0.5))
lines(c(1.96,1.96),c(0,-0.5))
lines(c(0,0),c(-0.05,-0.5))


lines(c(-0.2,1.8),c(-0.15,-0.15),lwd=2)
text(0.685,-0.13,expression(bar(X)[1]))
lines(c(0.8,0.8),c(0,-0.15), lty=2)
points(0.8,-0.15,pch=20)

lines(c(-1.8,-0.05),c(-0.2,-0.2),lwd=2)
text(-0.68,-0.18,expression(bar(X)[2]))
lines(c(-0.9,-0.9),c(0,-0.2), lty=2)
points(-0.9,-0.2,pch=20)


lines(c(-1,1),c(-0.25,-0.25),lwd=2)
text(0.2,-0.23,expression(bar(X)[3]))
lines(c(0,0),c(-0.05,-0.25), lty=2)
points(0,-0.25,pch=20)

lines(c(-2.5,-0.1),c(-0.3,-0.3),lwd=2)
text(-1,-0.28,expression(bar(X)[4]))
lines(c(-1.2,-1.2),c(0,-0.3), lty=2)
points(-1.2,-0.3,pch=20)

lines(c(-0.5,1.5),c(-0.35,-0.35),lwd=2)
text(0.74,-0.33,expression(bar(X)[5]))
lines(c(0.5,0.5),c(0,-0.35), lty=2)
points(0.5,-0.35,pch=20)

lines(c(0.2,1.6),c(-0.4,-0.4),lwd=2)
text(1.1,-0.38,expression(bar(X)[6]))
lines(c(0.9,0.9),c(0,-0.4), lty=2)
points(0.9,-0.4,pch=20)

lines(c(-1.7,0.7),c(-0.45,-0.45),lwd=2)
text(-0.3,-0.43,expression(bar(X)[7]))
lines(c(-0.5,-0.5),c(0,-0.45), lty=2)
points(-0.5,-0.45,pch=20)
text(0,-0.02,expression(mu),cex=1.4)

#text(-1, 0.05, '{', srt = 270,cex=7)
#text(1, 0.05, '{', srt = 270,cex=7)
text(-0.1,0.07,expression(paste("1 -",alpha,sep="")),cex=1.5)