NOTE: Here is an updated version to install PostgreSQL 9.6 on Ubuntu Xenial
Create a file at /etc/apt/sources.d/postgresql.list with the following command:
vim /etc/apt/sources.list.d/postgresql.list
Add the following line according to your distribution (utopic, trusty, jessie, wheezy and etc):
deb http://apt.postgresql.org/pub/repos/apt/ trusty-pgdg main 9.5
Save it and Close it! Now you just have to do:
wget --quiet -O - https://www.postgresql.org/media/keys/ACCC4CF8.asc | sudo apt-key add - apt-get update apt-get install postgresql-9.5
Enjoy it! 😀