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
]
\addplot[thick,red,samples=100] {gauss(0.5,0.5)};
\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}}
]
\addplot[thick,red,samples=100] {erf(x - 0.5)};
\end{axis}
\end{tikzpicture}
\end{document}