How to plot this kind of figures?

Hello, I'm trying to plot figures like this:

Can you, please, help me out with the code to plot figure which doesn't passe through all the points. How can I also obtain this kind of legend? Thank you very much.

Answer 1

[Honglei Chen]

Here is an example

plot((1:10)+randn(1,10),'b*');
hold on;
plot(1:10,'b-');
legend(' ','A');