P-P Plot - Example

Example

As an example, if the two distributions do not overlap, say F is below G, then the Pā€“P plot will move from left to right along the bottom of the square ā€“ as z moves through the support of F, the cdf of F goes from 0 to 1, while the cdf of G stays at 0 ā€“ and then moves up the right side of the square ā€“ the cdf of F is now 1, as all points of F lie below all points of G, and now the cdf of G moves from 0 to 1 as z moves through the support of G.

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