Interpreting Quantile-Quantile and Probability Plots

If the data distribution matches the theoretical distribution, the points on the plot form a linear
pattern. Thus, you can use a Q-Q plot or a probability plot to determine how well a theoretical
distribution models a set of measurements. The following properties of these plots make them
useful diagnostics to test how well a specified theoretical distribution fits a set of measurements:
If the quantiles of the theoretical and data distributions agree, the plotted points fall on or
near the line
.
If the theoretical and data distributions differ only in their location or scale, the points on
the plot fall on or near the line
. The slope and intercept are visual
estimates of the scale and location parameters of the theoretical distribution.
Q-Q plots are more convenient than probability plots for graphical estimation of the location and
scale parameters because the -axis of a Q-Q plot is scaled linearly. On the other hand,
probability plots are more convenient for estimating percentiles or probabilities. There are many
reasons why the point pattern in a Q-Q plot may not be linear. Chambers et al. (1983) and
Fowlkes (1987) discuss the interpretations of commonly encountered departures from linearity,
and these are summarized in the following table.
Quantile-Quantile Plot Diagnostics
Description of Point Pattern

Possible Interpretation

All but a few points fall on a line

Outliers in the data

Left end of pattern is below the line; right end

of pattern is above the line

Long tails at both ends of the data distribution

Left end of pattern is above the line; right end

of pattern is below the line

Short tails at both ends of the distribution

Curved pattern with slope increasing from left

to right

Data distribution is skewed to the right

Curved pattern with slope decreasing from left

to right

Data distribution is skewed to the left

Staircase pattern (plateaus and gaps)

Data have been rounded or are discrete

In some applications, a nonlinear pattern may be more revealing than a linear pattern. However
as noted by Chambers et al. (1983), departures from linearity can also be due to chance variation.