Its basically what the question says. I know that using tikz in latex it would be something like:
\draw[thick,dashed] (0,0) to [out=15,in=165] (1,0)
I would appreciate any help.
I think you have a misunderstanding how lines in gnuplot work. They are always directly connecting points. So you have to ways of faking it:
1) adding additional points and connecting them to "pretend" to have a curved line
2) define a function with the curve you want and plot it over the points (in xrange of point 1 to 2)