Quantile-Quantile Plot

Quantile-quantile plots (also called q-q plots) are used to determine if two data sets come from populations with a common distribution. In such a plot, points are formed from the quantiles of the data. If the resulting points lie roughly on a line with slope 1, then the distributions are the same.

Quantile-quantile plots are implemented as QuantilePlot[data] in the Wolfram Language package StatisticalPlots` .

REFERENCES:

Barnett, V. "Probability Plotting Methods and Order Statistics." Appl. Stat. 24, 95-108, 1975.

Cunnane, C. "Unbiased Plotting Positions--A Review." J. Hydrology 37, 205-222, 1978.

Evans, M.; Hastings, N.; and Peacock, B. Statistical Distributions, 3rd ed. New York: Wiley, 2000.

Harter, H. L. "Another Look at Plotting Positions." Comm. Stat., Th. and Methods 13, 1613-1633, 1984.

Hyndman, R. J. and Fan, Y. "Sample Quantiles in Statistical Packages." Amer. Stat. 50, 361-365, 1996.

NIST/SEMATECH. "Quantile-Quantile Plot." §1.3.3.24 in NIST/SEMATECH e-Handbook of Statistical Methods. https://www.itl.nist.gov/div898/handbook/eda/section3/qqplot.htm.