You need three more lines of code
  abline(h=0)
  xx <- seq(1.96, 4, length=25)
  polygon(x=c(xx[1],xx,xx[25]), y=c(0,dnorm(xx),0), col='red')

Please see the normal.and.t.dist function in the HH package for more
detailed control of the graph.

## install.packages("HH")  ## if you don't have it yet.
library(HH)
normal.and.t.dist(alpha.right=.025)

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