Drawing help for graphing

I am not an expert in drawing graphs using LaTeX. I am trying to draw graphs by xfig and DIA but it seems that graphing in LaTeX is more gorgeous (correct me if I am wrong).

I am trying to re-draw this picture.

I have tried by DIA which looks like

I am really not satisfied :-(. So If you can re-draw the picture identical with LaTeX equations appeared on the figure then I will be able to follow you that how you have done. And a request, please provide me some most useful tips about drawing in LaTeX.

If I am able to draw a graph in dia then will i be able to export the graph data as LaTeX so that should be added to my LaTeX file?

Sorry for all the question.

-
You got a pretty detailed response to your last question on plotting. Maybe you could start adapting that, and if you run into problems, ask a more concrete question here (at the moment, this is a "draw this for me question") – Jake Nov 11 '13 at 12:50
If you have any function to describe those curves it's so much more easy. – OSjerick Nov 11 '13 at 13:24

Gaussian plot:

\documentclass[tikz]{standalone}

\usepackage{pgfplots}
\pgfplotsset{compat=1.9}
\pgfmathdeclarefunction{gauss}{2}{%
\pgfmathparse{1/(#2*sqrt(2*pi))*exp(-((x-#1)^2)/(2*#2^2))}%
}

\begin{document}
\begin{tikzpicture}
\begin{axis}[unit vector ratio=1 1,
smooth,
xmin=-2,xmax=2,
ymin=0,ymax=1.2,
axis x line=bottom,
axis y line=center,
xlabel=$x$,
xlabel style={at={(1,0)}, anchor=west},
ylabel=$\varepsilon(x)$,
ylabel style={anchor=south},
xtick=\empty,
extra x ticks={0.5},
extra x tick labels={$x_0$},
ytick=\empty
]
\draw[latex-] (axis cs:0,0.475) -- (axis cs:0.35,0.475);
\node at (axis cs:0.5,0.475) {$\frac{1}{m}$};
\draw[-latex] (axis cs:0.65,0.475) -- (axis cs:1,0.475);
\end{axis}
\end{tikzpicture}
\end{document}

And the error function (thanks for the function from here):

\documentclass[tikz]{standalone}

\usepackage{pgfplots}
\pgfplotsset{compat=1.9}
\makeatletter
\pgfmathdeclarefunction{erf}{1}{%
\begingroup
\pgfmathparse{#1 > 0 ? 1 : -1}%
\edef\sign{\pgfmathresult}%
\pgfmathparse{abs(#1)}%
\edef\x{\pgfmathresult}%
\pgfmathparse{1/(1+0.3275911*\x)}%
\edef\t{\pgfmathresult}%
\pgfmathparse{%
1 - (((((1.061405429*\t -1.453152027)*\t) + 1.421413741)*\t
-0.284496736)*\t + 0.254829592)*\t*exp(-(\x*\x))}%
\edef\y{\pgfmathresult}%
\pgfmathparse{(\sign)*\y}%
\pgfmath@smuggleone\pgfmathresult%
\endgroup
}
\makeatother

\begin{document}
\begin{tikzpicture}
\begin{axis}[unit vector ratio=1 1,
smooth,
xmin=-2,xmax=3,
ymin=-1.2,ymax=1.2,
axis x line=center,
axis y line=center,
xlabel=$x$,
xlabel style={at={(1,0.5)}, anchor=west},
ylabel=$\phi(x)$,
ylabel style={anchor=south},
xtick=\empty,
extra x ticks={0.5},
extra x tick labels={$x_0$},
ytick=\empty,
extra y ticks={-1, 1},
extra y tick labels={$-\frac{m}{\sqrt{\lambda}}$, $\frac{m}{\sqrt{\lambda}}$},
extra y tick style={tick label style={anchor=west}}
]