JOURNAI.OF (]FOPHYSlCAI.RESEARC?t VOL. 68, No.

3 FEaRUAR¾1, 1963

A Plotting Rule for Extreme Probability Paper

Iaw• I. GRINGORTEN

Air Force Cambridge Research Laboratm•es

BedJord, Massachusetts

Abstract. A primary purpose in plotting a set of ordered observationson probability paper

is to simplify the inspectionof their distribution. With this limited objective a plotting rule for
the ith of n orderedobservations
from a doubleexponential
distribution
is obtainedas • --
(i - 0.44)/(n q- 0.12), where n is the number of observations,i is the order of the observation
fromthesmallest,
and/3•is the estimateof the cumulative
frequency
of theith term.

Probability paper for a given cumulative dis-
tribution P(x) of a random variable x is so
designed that a plot of P(x) against x or a
function of x is a straight line. But for a
finite, ordered sample of observations,x•, ... ,
x•, ... , x•, we must first decidehow to estimate
P(xi) beforewe can plot the n finite valueson
probability paper.
Kimball [1960], after a careful examination of
the problem,concludes that the choiceof plotting
rule should be governed by the purpose of
plotting the data. He lists three different kinds
of purposes,of which the first purpose is the
adoptedobjectiveof this paper, 'to test whether
the sample data indicate that the universeis of
the prescribedtype.'
This study is further limited to a graphictest
for a double exponential distribution of a
variable x,
P(x) = exp(--e -v) y = 'y-}- (x -- m)/• (1)
where
m= E(x),/5= x/•/•rtimes
thestandard
deviation of x, and • = 0.5772 ... (Euler's
constant). The correspondingprobability paper
(Figure 1) is known as extreme probability
paper, first suggestedby Powell[1942],prepared
by Gumbel[1943],and modifiedby Court [1952].
Two plotting formulas have frequently been
used, for specifiedpurposes,for the ith of n
ordered observations [Gum&l, 1958] on any
probabilitypaper.Theseare
P, = (i- •/•)/,• (•)
P, = i/(n -• 1) (3)
probability paper which both he and Kimball
haveshownto have specialmerit'
P, = (i- 3/8)/(n-• 1/4) (4)
All threeformulas(2, 3, 4) areof the generalform
P, = (i-- a)/(n-+-1-- 2a) 0_< a<( 1 (5)
differingonly in the value of a. All n observations
can be plotted on a finite piece of probability
paper since 0 < P• < P• < 1.
If (5) is accepted,the problemof selectinga
suitableplotting formula becomesthe problem
of finding a suitable value for a. Gumbel has
shownthat the return periodof the largestvalue
approachesthe samplesize in plotting position
when (3) is used.In this article, also,the largest
value is at the core of the problem. But its
plottingposition
P• is madethe sameas that
for the value of x from which it is expectedto
depart the least (in the mean square sense).
Since it is well known that this value is the true
mean, we make
This conditionshouldplacethe largestobserved
value as closeas possibleto the idea] straight
line whereit is mostimportant to have a goodfit.
For the doubleexponentialdistribution [Gura-
bel, 1958, p. 116] the mean of the highest of n
reduced variates is
E(y.) = • -3- Inn
which gives P(x.) from (1) above. If P. is made
equal to P(3' -t- In n) = P then the value of a
is obtainedfrom (5),

The latter formula,as shownby Gumbel,utilizes a = (P -- n -3- nP)/(2P -- 1) (6)

the expected probability for each ordered Values of E(y•) have been given by Lieblein
observationregardlessof the basic distribution and Salzer [1957]. For i = n, the values of P
of the variate. Blom [1958]has suggested
another correspondingto E(y.), when inserted in (6),
formula for the Gaussian distribution on normal give values of a against n as follows'
813
814. IRVING I. GRINGORTEN
.95

.?

P(Y)
.5

PLOTTING
I:•"i-0.44
N+O. 12

.I

.05

o I 2 3
Y >

Fig. 1. Sample of extreme probability paper. The ten small circlesare at the plotted posi-
tions of the expectedvaluesof ten randomnumbers,after ordering,by the plotting formula of
this paper. The ten crossesare plotted in accordancewith a commonly accepted plotting
form ula (3).

n 10 20 30 40 50 in the geophysicalliterature for its simplicity.

60 70 80 90 100 The latter points becomeseparatedfrom the
a 0.448 0.443 0.442 0.441 0.440 ideal straight line, particularly at the largest
0.440 0.440 0.440 0.439 0.439 values,hamperingvisualinspectionof the data.
For n > 100 the probability of the largestvalue P•EFERENCES
is P = exp [--e-•/n + O(1/n•)], whereO(1/n•) Blom, Gunnar, Statistical Estimates and Trans-
is a term of order1In•. Hencea = [1 -- e-• •ormed Beta-Variables, John Wiley & Sons,
O(1/n)]/[1 -- O(1/n)] which approachesthe New York, 1958.
Court, Arnold, Some new statistical techniquesin
value 0.439 as n becomesvery large. geophysics,Advan. Geophys., 1, 45-85, 1952.
Hence, for n •_ 20, to two decimal places, Gumbel, E. J., On the plotting of flood discharges,
a = 0.44, and (5) becomes Trans. Am. Geophys. Union, part II, 699-716,
1943.
P• -- (i- 0.44)/(n q- 0.12) (7)
Gumbel, E. J., Statistics o• Extremes, Columbia
University Press, New York, 1958.
This last equation, then, is the recommended Kimball, Bradford F., On the choice of plotting
plotting formulafor the ith of n orderedobserva- positions on probability paper, J. Am. Statist.
tions,if the n observationsare plotted to facilitate Assoc., 55, 546-560, 1960.
their inspection. To illustrate the effectiveness Lieblein, J., and H. E. Salzer, Table of the first
moment of ranked extremes, J. Res. Natl. Bur.
of this plotting formula when the distribution is Std., 59, 203-206, 1957.
of type 1, even for sample sizes less than 20, Powell, R. W., A simple method of estimating
Figure i has circlesaround the expectedvalues flood frequencies, Civil Engrs., N.Y., 14, 105,
1942.
of ten ordered observations, plotted by (7).
For contrast, the crossesin Figure i show the (Manuscript received May 21, 1962;
positionsplotted by (3), which has beenfavored revised November 9, 1962.)