The stabilized probability plot

Abstract

The stabilized probability plot is introduced. An attractive feature of the plot that enhances its interpretability is that the variances of the plotted points are approximately equal. This prompts the definition of a new and powerful goodness-of-fit statistic D SP which, analogous to the standard Kolmogorov–Smirnov statistic D , is defined to be the maximum deviation of the plotted points from their theoretical values. Using either D or D sp it is shown how to construct acceptance regions for QQ, pp and the new plots. Acceptance regions can help remove much of the subjectivity from the interpretation of these probability plots.