Simulation & Probabilistic Analysis SDK
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Q-Q Plot

The quantile-quantile (Q-Q) plot is a graph of the input (observed) data values plotted against the theoretical (fitted) distribution quantiles. Both axes of this graph are in units of the input data set.

The quantile-quantile graphs are produced by plotting the observed data values xi (i = 1, ... , n) against the X-axis, and the following values against the Y-axis:

where:

  • F -1(x) — inverse cumulative distribution function (ICDF);
  • Fn(x)empirical CDF;
  • n — sample size.

The Q-Q plot will be approximately linear if the specified theoretical distribution is the correct model.

See also:

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