data NormalPDF;
mu = 50; sigma = 8;     /* parameters for the normal distribution N(mu, sigma) */
/* 1. Data for the SERIES and BAND statements */
do m = -4 to 4 by 0.05;                /* x in [mu-4*sigma, mu+4*sigma] */
   x = mu + m*sigma;
   f = pdf("Normal", x, mu, sigma);    /* height of normal curve */
   output;
end;
x=.; f=.;
 
/* 2. Data for vertical lines at mu + m *sigma, m=-3, -2, -1, 1, 2, 3 */
do m =-3 to 3;
   if m=0 then continue;               /* skip m=0 */
   Lx = mu + m*sigma;                  /* horiz location of segment */
   Lf = pdf("Normal", Lx, mu, sigma);  /* vertical height of segment */
   output;
end;
LX = .; Lf = .;
 
/* 3. Data for horizontal lines. Heights are 1.1, 1.2, and  1.3 times the max height of the curve */
Tx = mu;                               /* text centered at mu */
fMax = pdf("Normal", mu, mu, sigma);   /* highest point of curve */
Text = "68%  ";                        /* 68% interval */
TL = mu - sigma;  TR = mu + sigma;     /* Left/Right endpoints of interval */
Ty = 1.1 * fMax;                       /* height of label and segment */
output;
 
Text = "95%  ";                        /* 95% interval */
TL = mu - 2*sigma;  TR = mu + 2*sigma; /* Left/Right endpoints of interval */
Ty = 1.2 * fMax;                       /* height of label and segment */
output;
 
Text = "99.7%";                        /* 99.7% interval */
TL = mu - 3*sigma;  TR = mu + 3*sigma; /* Left/Right endpoints of interval */
Ty = 1.3 * fMax;                       /* height of label and segment */
output;
 
keep x f Lx Lf Tx Ty TL TR Text;
run;
 
proc sgplot data=NormalPDF noautolegend;
   band     x=x upper=f lower=0;
   series   x=x y=f             / lineattrs=(color=black);
   dropline x=Lx y=Lf           / dropto=x lineattrs=(color=black);
   highlow  y=Ty low=TL high=TR / lowcap=serif highcap=serif lineattrs=(thickness=2);
   text     x=Tx y=Ty text=Text / backfill fillattrs=(color=white) textattrs=(size=14); 
   yaxis offsetmin=0 min=0 label="Density";
   xaxis values=(20 to 80 by 10) display=(nolabel);
run;