Services & ResourcesWolfram ForumsMathGroup Archive

[Date Index] [Thread Index] [Author Index]

Re: Normal Probability plot

• To: mathgroup at smc.vnet.net
• Subject: [mg91700] Re: Normal Probability plot
• From: P_ter <petervansummeren at gmail.com>
• Date: Sat, 6 Sep 2008 02:05:09 -0400 (EDT)

I mostly check the model (in this case the normal distribution) against the data with Quantiles:
 myq = 100000;
data = Sort@RandomReal[NormalDistribution[5, 1], { myq}];
ListPlot[Transpose@{Quantile[NormalDistribution[0, 1], (Range@ myq - .5)/ myq],data}, Frame -> True, Axes -> None]
The ListPlot looks beautiful, but!
First I make a list of the result of FindFit:
varmed = FindFit[Transpose@{Quantile[NormalDistribution[0, 1],(Range@ myq - .5)/ myq], data},a x + b, {a, b}, x]
myy = Quantile[(data - varmed[[2, 2]])/varmed[[1, 2]], (Range@ myq - 0.5)/ myq];
myx = Quantile[NormalDistribution[0, 1], (Range@ myq - .5)/ myq];
mp = Transpose@{myx, myy - myx};
ListPlot[mp]
One can observe how the quantiles of the data (no sample correction) fit the quantiles of the model.
In the above example they both come from the normal distribution.
with friendly greetings,
P_ter

• Follow-Ups:
  • Re: Re: Normal Probability plot
    • From: "Youness Eaidgah" <y.eaidgah@gmail.com>