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:

Probability plot chart

* 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. ↑ 1.0 1.1 (Thode 2002)
2. ↑ (Gibbons Chakraborti)
3. ↑ (Gibbons Chakraborti)

## References

* Nonparametric statistical inference (4th ed.), CRC Press, 2003, ISBN 978-0-8247-4052-8, https://books.google.com/books?id=kJbVO2G6VicC
* Thode, Henry C. (2002), Testing for Normality, CRC Press, ISBN 978-0-8247-9613-6, https://books.google.com/books?id=gbegXB4SdosC

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Distribution fitting

Overview and methods|

* Probability plot
* Normal probability plot
* P–P plot
* Q–Q plot
* Plotting position
* L-moment
* Distribution fitting
* Cumulative frequency analysis

Software|

* CumFreq
* MathWorks
* R
* StatSoft

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