Definition
The normal probability plot is formed by:
- Vertical axis: Ordered response values
- Horizontal axis: Normal order statistic medians or means; see rankit
These are calculated according to the following formula. For each data value, find such that:
That is, the observations are plotted as a function of the corresponding normal order statistic medians. Another way to think about this is that the sample values are plotted against what we would expect to see if it was strictly consistent with the normal distribution.
If the data is consistent with a sample from a normal distribution the points should lie close to a straight line. As a reference, a straight line can be fit to the points. The further the points vary from this line, the greater the indication of departure from normality. If the sample has mean 0, standard deviation 1 then a line through 0 with slope 1 could be used. How close to the line the points will lie does depend on the sample size. For a large sample, > 100, we would expect the points to be very close to the reference line. Smaller samples will see a much larger variation, but might still be consistent with a normal sample.
Read more about this topic: Normal Probability Plot
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