Probability plot

In statistics, a probability plot is a graphical technique for comparing two data sets, either two sets of empirical observations, one empirical set against a theoretical set, or (more rarely) two theoretical sets against each other. It commonly means one of:

• P–P plot, "Probability-Probability" or "Percent-Percent" plot;
• Q–Q plot, "Quantile-Quantile" plot, which is more commonly used.^[1][2] Special cases include the

• Normal probability plot, a Q–Q plot against the standard normal distribution;

The term "probability plot" may be used to refer to both of these types of plot,^[1] or the term "probability plot" may be used to refer specifically to a P-P plot.^[3]

See also

• Probability plot correlation coefficient
• Probability plot correlation coefficient plot

Notes

1. (Thode 2002, Section 2.2, Methods of Probability Plotting, p. 18)
2. (Gibbons & Chakraborti 2003, p. 145)
3. (Gibbons & Chakraborti 2003, p. 144)

References

• Gibbons, Jean Dickinson; Chakraborti, Subhabrata (2003), Nonparametric statistical inference (4th ed.), CRC Press, ISBN 978-0-8247-4052-8
• Thode, Henry C. (2002), Testing for Normality, CRC Press, ISBN 978-0-8247-9613-6