Definition
A P–P plot plots two cumulative distribution functions (cdfs) against each other: given two probability distributions, with cdfs "F" and "G", it plots as z ranges from to As a cdf has range, the domain of this parametric graph is and the range is the unit square
Thus for input z the output is the pair of numbers giving what percentage of f and what percentage of g fall at or below z.
The comparison line is the 45° line from (0,0) to (1,1) – the distributions are equal if and only if the plot falls on this line – any deviation indicates a difference between the distributions.
Read more about this topic: P-P Plot
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