PPPlot
PPPlot, short for P-P plot, is a graphical method used in statistics to compare probability distributions. It can be used to assess how well a sample agrees with a theoretical distribution or to compare two empirical distributions by examining their cumulative distribution functions (CDFs).
Construction and interpretation:
- When comparing a sample to a theoretical distribution F0, sort the data x(1) ≤ x(2) ≤ ... ≤ x(n). For
- For two samples, plot the empirical CDF of one sample against the empirical CDF of the other,
- PP plots are related to Q-Q plots but compare probabilities (CDF values) rather than quantiles. They
- PP plots are commonly used for goodness-of-fit assessment and model diagnostic checks, including normality and other
- Limitations include sensitivity to sample size and ties in the data; interpretation can be less straightforward
Software implementations exist in various statistical environments, often as part of goodness-of-fit plotting utilities.