This question lacks the effort but it piqued my interest, so there you have it:
#standard normal distribution data
x <- seq(-4, 4, length=100)
hx <- dnorm(x)
#plot a standard normal distribution
plot(x, hx, type="l", lty=2, xlab="x value")
#plot a vertical line at -2*std
abline(v=-2, col='red')
#plot a vertical line at 2*std
abline(v= 2, col='red')
#make the arrow
arrows(x0=-2, y0=0.35, x1=2, y1=0.35, code=3, col='blue')
#plot the text
text(x=0, y=0.37,labels='95%', col='red')
Result:
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