Probability Plots and Distribution Curves for Assessing the Fit of Probability Models

Abstract Properties of P–P and Q–Q probability plots for visually assessing the fit of probability models are reviewed. It is shown how to construct families of curves for standardized P–P plots, which are useful for identifying viable alternatives to a proposed probability model. The effectiveness of such curves is illustrated with plots of real and simulated data. Percentiles of a related correlation test of goodness of fit are presented for testing the fit of either the normal, exponential, or Gumbel distribution with unknown location and scale parameters. Key Words: Goodness of fit P–P plot Q–Q plot