\documentclass[border=10pt]{standalone}
%%%<
\usepackage{verbatim}
%%%>
\usepackage{pgfplots}
\pgfplotsset{width=7cm,compat=1.8}
\usetikzlibrary{patterns}
\begin{comment}

\end{comment}
\begin{document}
\begin{tikzpicture}[
        hatch distance/.store in=\hatchdistance,
        hatch distance=10pt,
        hatch thickness/.store in=\hatchthickness,
        hatch thickness=2pt
    ]
    \makeatletter
    \pgfdeclarepatternformonly[\hatchdistance,\hatchthickness]{flexible hatch}
    {\pgfqpoint{0pt}{0pt}}
    {\pgfqpoint{\hatchdistance}{\hatchdistance}}
    {\pgfpoint{\hatchdistance-1pt}{\hatchdistance-1pt}}%
    {
        \pgfsetcolor{\tikz@pattern@color}
        \pgfsetlinewidth{\hatchthickness}
        \pgfpathmoveto{\pgfqpoint{0pt}{0pt}}
        \pgfpathlineto{\pgfqpoint{\hatchdistance}{\hatchdistance}}
        \pgfusepath{stroke}
    }

    \begin{axis}[
        xmin=-4,xmax=4,
        xlabel={z},
        ymin=0,ymax=1,
        axis on top,
        legend style={legend cell align=right,legend plot pos=right}] 
    \addplot[color=red,domain=-4:4,samples=100] {1/sqrt(2*pi)*exp(-x^2/2)};
    \addlegendentry{z}
    \addplot+[mark=none,
        domain=0:1,
        samples=100,
        pattern=flexible hatch,
        area legend,
        pattern color=red]{1/sqrt(2*pi)*exp(-x^2/2)} \closedcycle;
    \addlegendentry{Interval 1}
    \addplot+[mark=none,
        domain=-2:-0.5,
        samples=100,
        pattern=flexible hatch,
        hatch distance=5pt,
        hatch thickness=0.5pt,
        draw=blue,
        pattern color=cyan,
        area legend]{1/sqrt(2*pi)*exp(-x^2/2)} \closedcycle;    
        \addlegendentry{Interval 2}
    \end{axis}
\end{tikzpicture}
\end{document}