prob=Probability[x^2>2,x\[Distributed]NormalDistribution[0,1]];

{p1,p2,p3}={Plot[PDF[NormalDistribution[0,1],x],{x,-3,3},Filling->Axis,PlotStyle->Thick,FillingStyle->Hue[.15,.6,.95]],Plot[PDF[NormalDistribution[0,1],x],{x,Sqrt[2],3},AxesOrigin->{0,0},Filling->Axis,PlotStyle->Thick,FillingStyle->Hue[.2,.7,.7]],Plot[PDF[NormalDistribution[0,1],x],{x,-3,-Sqrt[2]},AxesOrigin->{0,0},Filling->Axis,PlotStyle->Thick,FillingStyle->Hue[.2,.7,.7]]};

Labeled[Show[p1,p2,p3,Ticks->False,ImageSize->400],Style[Row[{TraditionalForm[Pr[(x^2)>2]],TraditionalForm[prob],N[prob]},"="],FontFamily->"Verdana"]]