Good explanation of the QQ-plot algorithm?

Asked Mar 01 '16 at 00:16

Active Sep 27 '17 at 18:41

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Anyone know a good explanation of the QQ-plot algorithm?

http://www.biostat.au.dk/teaching/basicbiostat/F2014/qq-plot.pdf, p.2.
has the only one I've found and it's a bit unclear to me (particularly the percentiles and quantiles).

asked Mar 01 '16 at 00:16

mavavilj

That source describes a particular quantile-quantile plot, namely observed quantiles versus those expected in a corresponding normal distribution. It has many other names, including normal probability plot. Quantile-quantile plots are a much more general idea, including plotting against other expected quantiles and observed quantiles in another group. The 1968 article by Wilk and Gnanadesikan remains one of the best accounts: http://stats.stackexchange.com/questions/192060/recommendations-for-non-technical-yet-deep-articles-in-statistics/192135#192135 – Nick Cox Mar 01 '16 at 00:25
Some good references in http://stats.stackexchange.com/questions/64026/benefits-of-using-qq-plots-over-histograms/64029#64029 – Nick Cox Mar 01 '16 at 00:28

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