Could I specify different filling colors for within a single plot like the bellow or would I need to “Show” several Plots ? Let`s say I would like the filling style to be the same as the PlotStyle.
priorMean = 50;
priorVar = 100;
llhMean = 30;
llhVar = 40;
postMean=35.71;
postVar=28.57;
Plot[
Evaluate@MapThread[
Function[{\[Mu], \[Sigma]},
PDF[NormalDistribution[\[Mu], Sqrt[\[Sigma]]], x]],
{{priorMean, llhMean, postMean}, {priorVar, llhVar, postVar}}],
{x, 0, 100}, Filling -> Axis, PlotStyle -> {Red, Green, Blue}]

You’ll need to use
FillingStyleto fill in. I think you got stuck in the syntax forFillingStyle, which is not the same as that forPlotStyle, although you’d expect it to be. You’ll have to assign a color for each curve asFillingStyle -> {1 -> color1, 2 -> color2}, etc. Here’s an example: