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:

Normal probability plot, a Q-Q plot against the standard normal distribution;
P-P plot, "Probability-Probability" or "Percent-Percent" plot;
Q-Q plot, "Quantile-Quantile" plot, which is more commonly used.^[1]^[2]

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]

References

^ ^a ^b Testing for Normality, by Henry C. Thode, CRC Press, 2002, ISBN 978 0 82479613 6, Section 2.2, Methods of Probability Plotting, p. 18
^ Nonparametric statistical inference by Jean Dickinson Gibbons, Subhabrata Chakraborti, 4th Edition, CRC Press, 2003, ISBN 978 0 82474052 8, p. 145
^ Gibbons p. 144

[thode-1] Testing for Normality, by Henry C. Thode, CRC Press, 2002, ISBN 978 0 82479613 6, Section 2.2, Methods of Probability Plotting, p. 18

[2] Nonparametric statistical inference by Jean Dickinson Gibbons, Subhabrata Chakraborti, 4th Edition, CRC Press, 2003, ISBN 978 0 82474052 8, p. 145

[3] Gibbons p. 144

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