In Haskell that would be (given Stack is not shipped with your OS's package manager, which is extremely rare):

  $ curl -sSL https://get.haskellstack.org/ | sh
  $ stack install turtle

  $ cat >> ./hello.hs <<EOL
  #!/usr/bin/env stack
  -- stack --resolver lts-14.14 script

  {-# LANGUAGE OverloadedStrings #-}

  import Turtle

  main = echo "Hello, world!"
  EOL

  $ chmod u+x ./hello.hs
  $ ./hello.hs
  Hello, world!

With Nix it would be even simpler.