\documentclass[tikz,border=5pt]{standalone}
\usepackage[utf8]{inputenc}
\usepackage[T1]{fontenc}
\usepackage[cmex10]{amsmath}
\usepackage{amssymb}
\usepackage{pgfplots}
\pgfplotsset{compat=1.18}
\begin{document}
\begin{tikzpicture}
\draw[black,thick] (3.5,-0.5) node{$\sigma_A$};
\begin{axis}[xmin=0,xmax=3,ymin=-0.5,ymax=1.7,axis background/.style={fill=white},legend style={at={(0.85,0.2777)}, anchor=north east,legend cell align=left, align=left, draw=white!15!black}]
\addplot [color=black, mark=asterisk, mark options={solid, black}] table[row sep=crcr]{0 0.549306144334046\\0.05 0.550304148649307\\0.1 0.553274417125354\\0.15 0.558147190176099\\0.2 0.564810805083345\\0.25 0.573117652142203\\0.3 0.582891002559507\\0.35 0.593931848477728\\0.4 0.606025171329101\\0.45 0.618945360279453\\0.5 0.632460750746126\\0.55 0.646337407351311\\0.6 0.660342337997021\\0.65 0.67424631992845\\0.7 0.68782647500311\\0.75 0.70086867557933\\0.8 0.713169811048747\\0.85 0.724539906000075\\0.9 0.734804056261102\\0.95 0.743804137286509\\1 0.751400237871626\\1.05 0.757471778064229\\1.1 0.761918280777891\\1.15 0.764659779787079\\1.2 0.765636860769694\\1.25 0.764810345557754\\1.3 0.762160641834492\\1.35 0.75768679058199\\1.4 0.751405251312427\\1.45 0.743348470416801\\1.5 0.733563280905141\\1.55 0.722109182597862\\1.6 0.709056550731589\\1.65 0.694484818294259\\1.7 0.678480673533942\\1.75 0.661136309328973\\1.8 0.642547755767619\\1.85 0.622813321642976\\1.9 0.60203216486319\\1.95 0.580303006208401\\2 0.557722995602786\\2.05 0.534386735236746\\2.1 0.510385459561907\\2.15 0.485806368456904\\2.2 0.460732106748072\\2.25 0.435240380779208\\2.3 0.409403700840309\\2.35 0.383289236952725\\2.4 0.356958774724165\\2.45 0.330468757668621\\2.5 0.303870402477811\\2.55 0.277209874158018\\2.6 0.250528508648028\\2.65 0.223863071441745\\2.7 0.197246041794584\\2.75 0.170705913239323\\2.8 0.144267502326064\\2.85 0.11795225869191\\2.9 0.0917785707217711\\2.95 0.0657620621602388\\3 0.0399158760482832\\};
\addlegendentry{Lower bound from Theorem \ref{thm:lowerWyner}}\addplot [color=black, dashdotted] table[row sep=crcr]{0 0.143841036225903\\0.05 0.144340411769701\\0.1 0.145831071415959\\0.15 0.148290818795564\\0.2 0.151683372710006\\0.25 0.155959516869052\\0.3 0.161058797315198\\0.35 0.166911741860697\\0.4 0.173442491887791\\0.45 0.180571663761619\\0.5 0.188219214378971\\0.55 0.196307083616444\\0.6 0.204761423817406\\0.65 0.213514289847368\\0.7 0.222504735018237\\0.75 0.2316793234234\\0.8 0.240992119265411\\0.85 0.25040424595442\\0.9 0.259883123472778\\0.95 0.269401495000275\\1 0.278936346760774\\1.05 0.288467811841584\\1.1 0.297978132097761\\1.15 0.307450734292448\\1.2 0.316869458898775\\1.25 0.326217963582776\\1.3 0.335479309012942\\1.35 0.344635722699949\\1.4 0.353668527221413\\1.45 0.362558212391055\\1.5 0.371284626525159\\1.55 0.379827259667979\\1.6 0.388165591149122\\1.65 0.396279474811475\\1.7 0.4041495373368\\1.75 0.411757567984734\\1.8 0.419086881467694\\1.85 0.426122639357344\\1.9 0.432852119149602\\1.95 0.43926492373607\\2 0.44535312740346\\2.05 0.4511113575132\\2.1 0.456536813635471\\2.15 0.461629228079773\\2.2 0.466390773471544\\2.25 0.470825924270084\\2.3 0.474941279933078\\2.35 0.478745357844159\\2.4 0.482248364174553\\2.45 0.485461950606054\\2.5 0.488398964348727\\2.55 0.491073198205968\\2.6 0.493499146621464\\2.65 0.4956917727409\\2.7 0.497666290580447\\2.75 0.499437965454052\\2.8 0.501021934906753\\2.85 0.502433051555795\\2.9 0.503685748478506\\2.95 0.504793927113447\\3 0.505770867074768\\};
\addlegendentry{$I(X;
Y)$}\addplot [color=black, mark=diamond, mark options={solid, black}] table[row sep=crcr]{0 0.549306144334046\\0.05 0.55130364898239\\0.1 0.557266438394892\\0.15 0.567106931547571\\0.2 0.580684154239635\\0.25 0.597810264732574\\0.3 0.618258146396798\\0.35 0.641769177891888\\0.4 0.668060562248554\\0.45 0.696831898936525\\0.5 0.727770930550451\\0.55 0.760558551441333\\0.6 0.794873230954627\\0.65 0.830395002418381\\0.7 0.86680913053155\\0.75 0.90380951957602\\0.8 0.941101879094754\\0.85 0.978406629957125\\0.9 1.01546151377592\\0.95 1.05202386095584\\1 1.08787247449284\\1.05 1.12280909508161\\1.1 1.15665942552308\\1.15 1.189273706734\\1.2 1.22052685220538\\1.25 1.25031816133945\\1.3 1.27857064389438\\1.35 1.30522999728314\\1.4 1.33026328547024\\1.45 1.35365737266774\\1.5 1.37541716707754\\1.55 1.39556372981207\\1.6 1.41413230215681\\1.65 1.43117030086869\\1.7 1.44673532658069\\1.75 1.46089322494718\\1.8 1.47371623422494\\1.85 1.48528124681962\\1.9 1.49566820617254\\1.95 1.50495865441418\\2 1.51323444063022\\2.05 1.52057659449057\\2.1 1.52706436546733\\2.15 1.53277442397267\\2.2 1.53778021750034\\2.25 1.54215147226201\\2.3 1.54595382884881\\2.35 1.54924859908044\\2.4 1.5520926303829\\2.45 1.55453826369368\\2.5 1.55663337097318\\2.55 1.55842145882476\\2.6 1.55994182543196\\2.65 1.56122975893821\\2.7 1.56231676646285\\2.75 1.56323082410985\\2.8 1.56399663953219\\2.85 1.56463591982458\\2.9 1.5651676386926\\2.95 1.56560829796424\\3 1.56597217954333\\};
\addlegendentry{Upper Bound from Section \ref{sec:UpperBound}}
\end{axis}
\end{tikzpicture}
\end{document}