Probability Plot

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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:

  • P–P Plot, "Probability-Probability" or "Percent-Percent" plot;
  • Q–Q Plot, "Quantile-Quantile" plot, which is more commonly used.[1][2] Special cases include the

Normal probability plot, a Q–Q plot against the standard normal distribution; 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]