A probability plot is the graphical method for validating the distribution of data. It is a line plot of the data points against the theoretical values, which are the values of a cumulative distribution function, of a probability distribution.
A probability plot can be used to assess the shape, location, Spread & outliers. It can also be used to compare the distributions of two or more sets of data.
To create a probability plot, the data points are first arranged in ascending order. Then the cumulative distribution function is calculated and data is plotted.
A well-fitting probability plot will have a straight line. If the data points are scattered around the line, then the distribution is not well-represented
Some of the insights that we can get from a curve that deviates from a straight line are that, data:
is not normally distributed.
has outliers.
may be skewed.
Does not facilitate use of standard statistical methods to analyze the data.
requires transformation or use non-parametric statistical methods.
Regards
Vidhya R