Interpretation of Quantile-Quantile and Probability Plots

The following properties of Q-Q plots and probability plots make them useful diagnostics of how well a specified theoretical distribution fits a set of measurements:

• If the quantiles of the theoretical and data distributions agree, the plotted points fall on or near the line .

• If the theoretical and data distributions differ only in their location or scale, the points on the plot fall on or near the line . The slope and intercept are visual estimates of the scale and location parameters of the theoretical distribution.

Q-Q plots are more convenient than probability plots for graphical estimation of the location and scale parameters since the -axis of a Q-Q plot is scaled linearly. On the other hand, probability plots are more convenient for estimating percentiles or probabilities.

There are many reasons why the point pattern in a Q-Q plot may not be linear. Chambers et al. (1983) and Fowlkes (1987) discuss the interpretations of commonly encountered departures from linearity, and these are summarized in the following table.

In some applications, a nonlinear pattern may be more revealing than a linear pattern. However, Chambers et al. (1983) note that departures from linearity can also be due to chance variation.