For completeness here's an approach with GridLines
(that fails the peak-to-axis criterion) and another combining two plots, the latter with a Filling->Axis
option. Although I don't necessarily think these are better solutions they can potentially reduce a cluttered Plot
command - I would personally favour the first if I wanted a quick solution and the second if I wanted more control over the lines.
Plot[MapThread[
Function[{\[Mu], \[Sigma]},
PDF[NormalDistribution[\[Mu], \[Sigma]], x]], {{1, 2, 3, 4,
5}, {0.5, 1.0, 1.5, 2.0, 2.5}}] // Evaluate, {x, -10, 10},
Filling -> Axis,
PlotLegends ->
LineLegend[{"Five Years", "Three Years", "One Year", "Six Months",
"Three Months"}],
PlotStyle -> {Thickness[.001], Thickness[.002], Thickness[.003],
Thickness[.004], Thickness[.005]},
GridLines -> {{1, 2, 3, 4, 5}, None},
PlotRange -> All,
Epilog ->
Point[MapThread[{#1, PDF[NormalDistribution[#1, #2], #1]} &, {{1, 2,
3, 4, 5}, {0.5, 1.0, 1.5, 2.0, 2.5}}]]]

Show[Plot[
MapThread[
Function[{\[Mu], \[Sigma]},
PDF[NormalDistribution[\[Mu], \[Sigma]], x]], {{1, 2, 3, 4,
5}, {0.5, 1.0, 1.5, 2.0, 2.5}}] // Evaluate, {x, -10, 10},
Filling -> Axis,
PlotLegends ->
LineLegend[{"Five Years", "Three Years", "One Year", "Six Months",
"Three Months"}],
PlotStyle -> {Thickness[.001], Thickness[.002], Thickness[.003],
Thickness[.004], Thickness[.005]}, PlotRange -> All],
ListPlot[
MapThread[
Function[{\[Mu], \[Sigma]},
PDF[NormalDistribution[\[Mu], \[Sigma]], \[Mu]]], {{1, 2, 3, 4,
5}, {0.5, 1.0, 1.5, 2.0, 2.5}}], Filling -> Bottom
]
]
