2015년 10월 14일 수요일

QQ plot


  • QQ plot = Normal Probability Plot = Quantile-Quantile Plot
  • Tests for normal distribution
  • Caution: Quantiles are points, not intervals.

  1. Suppose there are n samples. 
  2. Calculate n+1-quantiles given normal distribution. (Here, the number of n+1-quantiles is n. The quantiles can be calculated with NORMSINV function in excel. Therefore, the quantiles are expressed in z scores.)
  3. If i-th sample's z score is smaller than i-th quantile, it will be situated below the straight line. If larger, above the straight line. This is the way how to interpret the QQ plot. 
  4. If all sample values are above the straight line, it implies right skewness. For more examples, refer to this great question and answer from CrossValidated. (http://stats.stackexchange.com/questions/101274/how-to-interpret-a-qq-plot)



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