xs=Subdivide[-20,20,999];

density[x_,θ_]:=(1-θ) PDF[NormalDistribution[0,1],x]+θ PDF[CauchyDistribution[0,1],x]

fx=density[#,2.9218]&/@xs;

fmaxPlot=ListLinePlot[Transpose[{xs,fx}],Frame->True,FrameLabel->{Style["x",18],Style["Density",18]},FrameStyle->Black,FrameTicksStyle->Directive[Black,14],PlotStyle->Thick,PlotRange->All,GridLines->Automatic,Epilog->{{Dashed,Gray,Line[{{Min[xs],0},{Max[xs],0}}]}},ImageSize->Large]