I tried to follow Jake from Plotting bell shaped curve in TikZ-PGF with slight modification.
1) I just want the univariate normal cdf with red dash line at the cut-off, but some how my dash line seem awkward.
2) why the y axis label is in the middle of figure, not along with y-axis?
\documentclass{article}
\usepackage{pgfplots}
\begin{document}
\pgfmathdeclarefunction{gauss}{2}{%
\pgfmathparse{1/(#2*sqrt(2*pi))*exp(-((x-#1)^2)/(2*#2^2))}%
}
\begin{tikzpicture}
\begin{axis}[
no markers, domain=-4:4, samples=100,
axis lines*=left, xlabel=$x$, ylabel=$y$,
every axis y label/.style={at=(current axis.above origin),anchor=south},
every axis x label/.style={at=(current axis.right of origin),anchor=west},
height=4cm, width=7cm,
xtick={-3,-2,-1,0,1,2,3}, ytick=\empty,
enlargelimits=false, clip=false, axis on top,
grid = none
]
\draw[dashed, red, thick] (axis description cs: 1.32,0) -- (axis description cs:1.32, 1);
\addplot [fill=cyan!20, draw=none, domain=-4:1.32] {gauss(0,1)} \closedcycle;
\addplot [very thick,cyan!50!black] {gauss(0,1)};
\end{axis}
\end{tikzpicture}
\end{document}

every axis y label/.style={at=(current axis.above origin),anchor=south},determines the y label position. If you comment it out, it gets better (but I do not know a good solution)axis csinstead ofaxis description cs., and probably you should change theaddplotorder to plot the red dashed line as the last one.every axis y label/.style={at=(current axis.north west),anchor=south}. I would suggest to use\pgfplotsset{compat=1.13}. Starting with version 1.11 it would be possible to use:\draw[dashed, red, thick] (1.32,0) -- (1.32, 1);– esdd Jun 09 '16 at 11:04