One- and two-tailed tests.

plot.R

layout(matrix(1:3, nrow = 1))
# alpha = 0.05, two-tailed
curve(dnorm, from = -3.5, to = +3.5, lwd = 2, xaxs = "i", yaxs = "i", xlab = "z-statistic", ylim = c(0, .41), bty = "l", main = 'p<0.05, two-tailed ("Significant, Star-Worthy")')
polygon(c(qnorm(0.025), seq(qnorm(0.025), qnorm(.001), length.out = 20), -5), 
        c(0,dnorm(seq(qnorm(0.025), qnorm(.001), length.out = 20)), 0), col = rgb(1,0,0,alpha = 0.5))
segments(qnorm(0.025), 0, qnorm(0.025), 0.4, lwd = 2)
polygon(c(5, qnorm(0.975), seq(qnorm(0.975), qnorm(.999), length.out = 20)), 
        c(0,0,dnorm(seq(qnorm(0.975), qnorm(.999), length.out = 20))), col = rgb(1,0,0,alpha = 0.5))
segments(qnorm(0.975), 0, qnorm(0.975), 0.4, lwd = 2)
text(qnorm(0.975), 0.3, paste0("z = ", sprintf("%0.2f", qnorm(0.975))), pos = 4, cex = 1.5)

# alpha = 0.10, two-tailed
curve(dnorm, from = -3.5, to = +3.5, lwd = 2, xaxs = "i", yaxs = "i", xlab = "z-statistic", ylim = c(0, .41), bty = "l", main = 'p<0.10, two-tailed ("Not Significant, Not Star-Worthy")')
polygon(c(qnorm(0.05), seq(qnorm(0.05), qnorm(.001), length.out = 20), -5), 
        c(0,dnorm(seq(qnorm(0.05), qnorm(.001), length.out = 20)), 0), col = rgb(1,0,0,alpha = 0.5))
segments(qnorm(0.05), 0, qnorm(0.05), 0.4, lwd = 2)
polygon(c(5, qnorm(0.95), seq(qnorm(0.95), qnorm(.999), length.out = 20)), 
        c(0,0,dnorm(seq(qnorm(0.95), qnorm(.999), length.out = 20))), col = rgb(1,0,0,alpha = 0.5))
segments(qnorm(0.95), 0, qnorm(0.95), 0.4, lwd = 2)
text(qnorm(0.95), 0.3, paste0("z = ", sprintf("%0.2f", qnorm(0.95))), pos = 4, cex = 1.5)

# alpha = 0.05, one-tailed
curve(dnorm, from = -3.5, to = +3.5, lwd = 2, xaxs = "i", yaxs = "i", xlab = "z-statistic", ylim = c(0, .41), bty = "l", main = 'p<0.05, one-tailed ("Significant, Star-Worthy")')
polygon(c(5, qnorm(0.95), seq(qnorm(0.95), qnorm(.999), length.out = 20)), 
        c(0,0,dnorm(seq(qnorm(0.95), qnorm(.999), length.out = 20))), col = rgb(1,0,0,alpha = 0.5))
segments(qnorm(0.95), 0, qnorm(0.95), 0.4, lwd = 2)
text(qnorm(0.95), 0.3, paste0("z = ", sprintf("%0.2f", qnorm(0.95))), pos = 4, cex = 1.5)

dev.print(pdf, file = "ztests.pdf", height = 5, width = 13)
dev.off()
shell("convert -density 300 ztests.pdf ztest.png")