Probability Difference Graph

The probability difference graph is a plot of the difference between the empirical CDF and the theoretical CDF:

This graph can be used to determine how well the theoretical distribution fits to the observed data and compare the goodness of fit of several fitted distributions. It is displayed as a continuous curve or a scatterplot for continuous distributions and a collection of vertical lines (at each integer x) for discrete distributions:

See also:

• P-P Plot
• Q-Q Plot
• Creating Graphs