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PROPHET StatGuide: Examples of normal probability plots

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PROPHET StatGuide: Examples of normal


probability plots
Normal probability plots can reveal:








Suspected outlier(s)
Skewness to the right
Skewness to the left
Light-tailedness
Heavy-tailedness
Mixtures of normal distributions
Truncated normal distributions

Suspected outlier(s): For data sampled from a normal distribution, the X-Y values in the normality plot
will lie along a hypothetical straight line passing through the main body of the X-Y values. If this is
generally true, with a few points lying off that hypothetical line, those points are likely outliers, as with
the smallest data value and, perhaps, the largest two data values in the hypothetical example shown here:

Skewness to the right: If both ends of the normality plot bend above a hypothetical straight line passing
through the main body of the X-Y values of the probability plot, then the population distribution from
which the data were sampled may be skewed to the right. Here is a hypothetical example of a normal
probability plot for data sampled from a distribution that is skewed to the right:

http://www.basic.northwestern.edu/statguidefiles/probplots.html

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PROPHET StatGuide: Examples of normal probability plots

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Skewness to the left: If both ends of the normality plot bend below a hypothetical straight line passing
through the main body of the X-Y values of the probability plot, then the population distribution from
which the data were sampled may be skewed to the left. Here is a hypothetical example of a normal
probability plot for data sampled from a distribution that is skewed to the left:

Light-tailedness: If the right (upper) end of the normality plot bends below a hypothetical straight line
passing through the main body of the X-Y values of the probability plot, while the left (lower) end bends
above that line (an S curve), then the population distribution from which the data were sampled may be
light-tailed. Here is a hypothetical example of a normal probability plot for data sampled from a
distribution that is light-tailed:

http://www.basic.northwestern.edu/statguidefiles/probplots.html

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PROPHET StatGuide: Examples of normal probability plots

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Heavy-tailedness: If the right (upper) end of the normality plot bends above a hypothetical straight line
passing through the main body of the X-Y values of the probability plot, while the left (lower) end bends
below it, then the population distribution from which the data were sampled may be heavy-tailed. Here
is a hypothetical example of a normal probability plot for data sampled from a distribution that is heavytailed:

Mixtures of normal distributions: Data may be sampled from a mixture of normal distributions.
Depending on the means and variances of the component normal distributions, and on the relative
proportions of the data that come from each distribution, a mixture of normal distributions may produce
a variety of normal probability plots.
Here is a hypothetical example of a normal probability plot for data sampled from a mixture of two
normals with the same mean but different variances:

http://www.basic.northwestern.edu/statguidefiles/probplots.html

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PROPHET StatGuide: Examples of normal probability plots

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Such a mixture of normal distributions may be hard to distinguish from a symmetric, heavy-tailed
distribution.
Here is a hypothetical example of a normal probability for data sampled from a mixture of two normals
with the same variance but different means:

Such a mixture of normal distributions may be hard to distinguish from a light-tailed distribution.
Truncated normal distributions: The normal probability plot for data sampled from a truncated
normal distribution will resemble one for data from a skewed distribution.
Here is a hypothetical example of a normal probability for data sampled from a normal distribution
truncated at the left:

http://www.basic.northwestern.edu/statguidefiles/probplots.html

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PROPHET StatGuide: Examples of normal probability plots

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This may be hard to distinguish from a normal probability plot for a distribution skewed to the right.
Here is a hypothetical example of a normal probability plot for data sampled from a normal distribution
truncated at the right:

This may be hard to distinguish from a normal probability plot for a distribution skewed to the left.

Examine the glossary.

Do a keyword search of PROPHET StatGuide.

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Last modified: February 20, 1997

http://www.basic.northwestern.edu/statguidefiles/probplots.html

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PROPHET StatGuide: Examples of normal probability plots

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1996 BBN Corporation All rights reserved.

http://www.basic.northwestern.edu/statguidefiles/probplots.html

12/01/2011