Just call plt.show() at the end:

import numpy as np

import matplotlib.pyplot as plt

plt.axis([0,50,60,80])

for i in np.arange(1,5):

z = 68 + 4 * np.random.randn(50)

zm = np.cumsum(z) / range(1,len(z)+1)

plt.plot(zm)

n = np.arange(1,51)

su = 68 + 4 / np.sqrt(n)

sl = 68 – 4 / np.sqrt(n)

plt.plot(n,su,n,sl)

plt.show()

You can use the following:

plt.hold(True)