Robert Thanks
I filled in the tails by drawing a bunch of vertical lines using the annotate facility. I pasted the code below.
** Sources: SAS System for Statistical Graphs, Michael Friendly, 1st Edition **;
** Also see normal distribution, wiki;
**
http://robslink.com/SAS/democd24/multdist_info.htm;
%let z_cutoff=1.96;
%let z_score=.8;
data normal;
a=1 / sqrt(2 * constant('PI'));
do x=-3.5 to 3.5 by .01;
y= a * exp(-(x**2)/2);
if x>= &z_cutoff then z=y;
else if x<=-&z_cutoff then z=y;
else call missing(z95);
output;
end;
run;
data anno_data;
length function color $8 text $32;
retain color 'red'
xsys ysys '2'
size 1;
a=1 / sqrt(2 * constant('PI'));
do x=1.96 to 3.5 by .01;
function='move';
y=0;
output;
y=a * exp(-(x**2)/2);
function='draw';
output;
end;
do x=-3.5 to -1.96 by .01;
function='move';
y=0;
output;
y=a * exp(-(x**2)/2);
function='draw';
output;
end;
function='label';
text="Z-Score= "||strip(put(&z_score,z4.2));
x=2;
y=.35;
style='swiss';
color='black';
size=3;
when='A';
output;
function='label';
text="Z-Cut Off= &z_cutoff";
x=2;
y=.33;
style='swiss';
color='black';
size=3;
when='A';
output;
run;
proc gplot data=normal;
plot y * x/ href=0 &z_score chref=(black green) lhref=20 anno=anno_data
vaxis=axis1 haxis=axis2 ;
symbol1 i=join v=none c=black;
axis1 order=0 to .4 by .1
label=(f=titalic h=2 a=90 r=0 'Probability')
value=(f=duplex h=1.8) minor=none;
axis2 label=(f=titalic h=2 'Standard Deviations')
value=(f=duplex h=1.8) minor=none;
format y 3.1;
run;