Statistics: PP vs QQ plots

From MathWiki

Definitions of QQ and PP plots: Media:Statistics_pp-qq-1.pdf


QQ plot is better than the PP plot when assessing the goodness of fit in the tail of the distributions; the values of the PP plot will tend towards 100%, so bad fit in the tail is not always apparent.

The normal quantile plot is more sensitive to deviances from normality in the tails of the distribution, whereas the normal probability plot is more sensitive to deviances near the mean of the distribution.