In statistics, a Q–Q plot ("Q" stands for quantile) is a probability plot, which is a graphical method for comparing two probability distributions by plotting their quantiles against each other. First, the set of intervals for the quantiles are chosen. A point (x,y) on the plot corresponds to one of the quantiles of the second distribution (y-coordinate) plotted against the same quantile of the first distribution (x-coordinate). Thus the line is a parametric curve with the parameter which is the (number of the) interval for the quantile.
If the two distributions being compared are similar, the points in the Q–Q plot will approximately lie on the line y = x. If the distributions are linearly related, the points in the Q–Q plot will approximately lie on a line, but not necessarily on the line y = x. Q–Q plots can also be used as a graphical means of estimating parameters in a location-scale family of distributions.
A Q–Q plot is used to compare the shapes of distributions, providing a graphical view of how properties such as location, scale, and skewness are similar or different in the two distributions. Q–Q plots can be used to compare collections of data, or theoretical distributions. The use of Q–Q plots to compare two samples of data can be viewed as a non-parametric approach to comparing their underlying distributions. A Q–Q plot is generally a more powerful approach to doing this than the common technique of comparing histograms of the two samples, but requires more skill to interpret. Q–Q plots are commonly used to compare a data set to a theoretical model. This can provide an assessment of "goodness of fit" that is graphical, rather than reducing to a numerical summary. Q–Q plots are also used to compare two theoretical distributions to each other. Since Q–Q plots compare distributions, there is no need for the values to be observed as pairs, as in a scatterplot, or even for the numbers of values in the two groups being compared to be equal.
The term "probability plot" sometimes refers specifically to a Q–Q plot, sometimes to a more general class of plots, and sometimes to the less commonly used P–P plot. The probability plot correlation coefficient is a quantity derived from the idea of Q–Q plots, which measures the agreement of a fitted distribution with observed data and which is sometimes used as a means of fitting a distribution to data: see later.
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