P–P plot

In statistics, a P–P plot (probability–probability plot or percent–percent plot) is a probability plot for assessing how closely two data sets agree, which plots the two cumulative distribution functions against each other. P-P plots are vastly used to evaluate the skewness of a distribution.

The Q–Q plot is more widely used, but they are both referred to as "the" probability plot, and are potentially confused.

A P–P plot plots two cumulative distribution functions (cdfs) against each other: given two probability distributions, with cdfs "F" and "G", it plots ${\displaystyle (F(z),G(z))}$ as z ranges from ${\displaystyle -\infty }$ to ${\displaystyle \infty .}$ As a cdf has range [0,1], the domain of this parametric graph is ${\displaystyle (-\infty ,\infty )}$ and the range is the unit square ${\displaystyle [0,1]\times [0,1].}$

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