Adaptations for standalone documents:
\usetikzlibrary{pattern}before\begin{document}\pgfplotsset{compat=1.6}
\begin{tikzpicture}
\begin{axis} [axis lines=center,legend style={at={(0.7,0.7)},anchor=south west}]
\addplot [domain=-3:3, thick, smooth, yellow] { 1/sqrt(2*pi)*exp(-x^2/2) };
\addlegendentry{$y = \tfrac{1}{\sqrt{2\pi}} e^{-x^2/2}$};
\addplot [dashed, yellow] coordinates {(1.5,0) (1.5,0.14)};
\addlegendentry{99th percentile};
\addplot[domain=-3:1.5, pattern=north east lines,draw=none, fill opacity=0.3]
{ 1/sqrt(2*pi)*exp(-x^2/2) } \closedcycle;
\end{axis}
\end{tikzpicture}
